+137.3%
UMC vs DKS
-30.2%
+167.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.2% | +4.0% |
| 7D | +13.6% | -2.9% | +16.5% | +13.5% |
| 30D | +20.8% | -37.7% | +58.5% | +21.0% |
| 3M | +16.1% | -38.9% | +55.1% | +17.5% |
| 6M | +137.3% | -31.1% | +168.4% | +126.2% |
| All | +137.3% | -30.2% | +167.5% | +126.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling