+253.9%
UMC vs DKS
+27.3%
+226.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +11.4% | -4.7% | +16.1% | +12.0% |
| 30D | +16.8% | -35.1% | +51.9% | +22.7% |
| 3M | +19.1% | -37.7% | +56.8% | +25.5% |
| 6M | +137.4% | -30.7% | +168.2% | +144.5% |
| YTD | +186.4% | -31.9% | +218.3% | +194.3% |
| 1Y | +229.1% | -40.0% | +269.1% | +246.1% |
| All | +253.9% | +27.3% | +226.5% | +196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling