+207.2%
UMC vs DKS
-32.3%
+239.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.6% |
| 7D | +5.0% | +3.0% | +1.9% | +4.9% |
| 30D | +7.7% | -30.5% | +38.2% | +9.0% |
| 3M | +1.7% | -35.7% | +37.4% | +3.8% |
| 6M | +113.9% | -29.7% | +143.6% | +114.6% |
| YTD | +168.9% | -28.9% | +197.8% | +164.5% |
| 1Y | +207.2% | -35.9% | +243.1% | +209.0% |
| All | +207.2% | -32.3% | +239.5% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling