+59.3%
USAR vs DKS
+6.1%
+53.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -6.0% |
| 7D | -9.3% | -4.7% | -4.6% | -9.1% |
| 30D | -15.2% | -35.1% | +19.9% | -12.8% |
| 3M | -21.1% | -37.7% | +16.6% | -18.7% |
| 6M | -21.6% | -30.7% | +9.2% | -19.3% |
| YTD | +34.8% | -31.9% | +66.7% | +38.7% |
| 1Y | +15.6% | -40.0% | +55.6% | +18.6% |
| 3Y | +57.7% | +28.4% | +29.3% | +64.6% |
| All | +59.3% | +6.1% | +53.1% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling