+67.7%
USAR vs DKS
+27.5%
+40.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.4% |
| 7D | -4.4% | -2.9% | -1.5% | -4.2% |
| 30D | -10.4% | -37.7% | +27.3% | -7.1% |
| 3M | -18.4% | -38.9% | +20.6% | -15.4% |
| 6M | -8.8% | -31.1% | +22.3% | -5.8% |
| YTD | +43.4% | -31.8% | +75.2% | +48.1% |
| 1Y | +21.0% | -38.0% | +59.0% | +24.7% |
| All | +67.7% | +27.5% | +40.2% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling