+144.1%
UMC vs DKS
+13.6%
+130.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.1% |
| 7D | +9.0% | -3.0% | +12.0% | +9.6% |
| 30D | +17.2% | -33.4% | +50.6% | +25.9% |
| 3M | +11.4% | -39.4% | +50.8% | +21.7% |
| 6M | +137.5% | -30.1% | +167.6% | +149.3% |
| YTD | +193.1% | -31.0% | +224.1% | +207.1% |
| 1Y | +240.3% | -40.2% | +280.5% | +269.0% |
| 3Y | +262.2% | +30.9% | +231.2% | +195.5% |
| All | +144.1% | +13.6% | +130.5% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling