+41.2%
USB vs DKS
+11.8%
+29.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +1.4% | +3.0% | -1.6% | +0.8% |
| 30D | -1.3% | -30.5% | +29.2% | +5.1% |
| 3M | +15.2% | -35.7% | +50.9% | +24.7% |
| 6M | +18.8% | -29.7% | +48.5% | +25.5% |
| YTD | +21.0% | -28.9% | +49.9% | +27.3% |
| 1Y | +34.0% | -35.9% | +69.9% | +43.8% |
| 3Y | +95.3% | +28.2% | +67.2% | +74.2% |
| All | +41.2% | +11.8% | +29.4% | +26.4% |
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