+91.7%
USB vs DKS
+224.7%
-133.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | 0.0% | -2.1% | +2.1% | +0.4% |
| 30D | +5.8% | +7.3% | -1.5% | +4.0% |
| 3M | -6.0% | -28.4% | +22.5% | -0.3% |
| 6M | +7.8% | -36.9% | +44.7% | +17.4% |
| YTD | +14.6% | -27.3% | +41.9% | +20.1% |
| 1Y | +31.8% | -33.2% | +65.0% | +40.9% |
| 3Y | +91.5% | +32.2% | +59.4% | +67.3% |
| 5Y | +22.0% | +22.3% | -0.2% | +4.1% |
| All | +91.7% | +224.7% | -133.0% | +6.7% |
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