+74.9%
USAR vs DKS
+10.9%
+63.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -2.1% | +3.0% | -5.1% | -2.3% |
| 30D | +2.6% | -30.5% | +33.2% | +5.0% |
| 3M | -35.0% | -35.7% | +0.7% | -33.2% |
| 6M | -6.9% | -29.7% | +22.8% | -4.3% |
| YTD | +48.0% | -28.9% | +76.8% | +51.9% |
| 1Y | +24.8% | -35.9% | +60.7% | +27.8% |
| 3Y | +73.2% | +28.2% | +45.1% | +80.2% |
| All | +74.9% | +10.9% | +63.9% | +81.9% |
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