+1,135.8%
URI vs DKS
+226.4%
+909.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.3% |
| 7D | +6.7% | +6.3% | +0.4% | +4.4% |
| 30D | +8.9% | +9.3% | -0.4% | +5.0% |
| 3M | +0.5% | -25.3% | +25.8% | +8.3% |
| 6M | +20.7% | -29.2% | +49.9% | +31.5% |
| YTD | +40.0% | -22.7% | +62.8% | +46.8% |
| 1Y | +34.4% | -30.1% | +64.5% | +46.1% |
| 3Y | +149.5% | +45.6% | +103.8% | +96.1% |
| 5Y | +205.6% | +28.5% | +177.1% | +137.8% |
| All | +1,135.8% | +226.4% | +909.4% | +416.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling