+32.6%
USB vs DKS
-30.4%
+63.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | +1.4% | +9.4% | -8.0% | +0.1% |
| 30D | +6.4% | +9.8% | -3.3% | +5.0% |
| 3M | -4.5% | -29.3% | +24.8% | +0.7% |
| 6M | +11.4% | -32.6% | +43.9% | +18.2% |
| YTD | +17.1% | -22.6% | +39.7% | +18.8% |
| 1Y | +32.6% | -29.8% | +62.4% | +38.2% |
| All | +32.6% | -30.4% | +63.0% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling