-21.2%
USAR vs DKS
+40.7%
-61.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.3% | -2.2% |
| 7D | +8.8% | +3.3% | +5.5% | +8.5% |
| 30D | -28.5% | +5.9% | -34.4% | -28.8% |
| 3M | -56.2% | -27.4% | -28.7% | -55.2% |
| 6M | -68.4% | -32.6% | -35.8% | -67.5% |
| YTD | -32.2% | -24.8% | -7.4% | -30.5% |
| 1Y | -52.3% | -32.8% | -19.5% | -51.1% |
| All | -21.2% | +40.7% | -61.9% | -17.8% |
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