+1,050.8%
UMC vs DKS
+5,981.0%
-4,930.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.9% | +9.9% | +6.4% |
| 7D | +6.6% | -0.4% | +7.0% | +6.5% |
| 30D | +16.6% | -36.6% | +53.2% | +29.3% |
| 3M | +11.0% | -37.6% | +48.6% | +22.9% |
| 6M | +131.3% | -32.1% | +163.4% | +148.7% |
| YTD | +182.5% | -32.3% | +214.8% | +202.6% |
| 1Y | +222.3% | -39.5% | +261.7% | +255.1% |
| 3Y | +253.0% | +27.7% | +225.4% | +195.9% |
| 5Y | +141.8% | +15.0% | +126.8% | +98.6% |
| 10Y | +1,772.2% | +192.6% | +1,579.6% | +884.1% |
| All | +1,050.8% | +5,981.0% | -4,930.1% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling