+238.3%
UPS vs DKS
+6,292.4%
-6,054.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -2.9% | +3.0% | -5.9% | -3.5% |
| 30D | -3.5% | -30.5% | +27.0% | +2.1% |
| 3M | -5.7% | -35.7% | +30.0% | +1.2% |
| 6M | -4.4% | -29.7% | +25.3% | +0.6% |
| YTD | +8.0% | -28.9% | +36.9% | +13.2% |
| 1Y | +29.0% | -35.9% | +64.9% | +37.6% |
| 3Y | -27.7% | +28.2% | -55.9% | -34.8% |
| 5Y | -34.3% | +11.8% | -46.2% | -41.3% |
| 10Y | +37.8% | +211.6% | -173.8% | -8.8% |
| All | +238.3% | +6,292.4% | -6,054.1% | +52.4% |
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