+271.7%
UPS vs DKS
+6,842.3%
-6,570.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +1.3% |
| 7D | +3.8% | +6.3% | -2.5% | +2.5% |
| 30D | +17.4% | +9.3% | +8.1% | +15.2% |
| 3M | +8.2% | -25.3% | +33.5% | +12.6% |
| 6M | +17.9% | -29.2% | +47.1% | +23.7% |
| YTD | +18.7% | -22.7% | +41.4% | +22.0% |
| 1Y | +24.8% | -30.1% | +54.9% | +30.8% |
| 3Y | -4.5% | +45.6% | -50.2% | -16.2% |
| 5Y | -33.2% | +28.5% | -61.7% | -41.9% |
| 10Y | +44.2% | +235.2% | -191.0% | -6.0% |
| All | +271.7% | +6,842.3% | -6,570.5% | +64.3% |
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