+84.9%
USB vs DKS
+237.0%
-152.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | +1.4% | +9.4% | -8.0% | -0.8% |
| 30D | +6.4% | +9.8% | -3.3% | +4.0% |
| 3M | -4.5% | -29.3% | +24.8% | +1.7% |
| 6M | +11.4% | -32.6% | +43.9% | +19.4% |
| YTD | +17.1% | -22.6% | +39.7% | +20.9% |
| 1Y | +32.6% | -29.8% | +62.4% | +40.1% |
| 3Y | +101.8% | +43.2% | +58.6% | +73.0% |
| 5Y | +25.1% | +29.8% | -4.7% | +5.3% |
| 10Y | +84.9% | +236.7% | -151.8% | +0.7% |
| All | +84.9% | +237.0% | -152.2% | +0.7% |
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