+589.8%
USB vs DKS
+6,747.2%
-6,157.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | -0.4% |
| 7D | +2.4% | +8.4% | -6.0% | -0.2% |
| 30D | +6.6% | +7.7% | -1.1% | +4.0% |
| 3M | -4.1% | -25.8% | +21.7% | +2.0% |
| 6M | +12.5% | -31.0% | +43.5% | +21.6% |
| YTD | +17.6% | -23.8% | +41.4% | +22.9% |
| 1Y | +36.5% | -29.8% | +66.3% | +46.0% |
| 3Y | +95.4% | +37.7% | +57.7% | +61.9% |
| 5Y | +26.1% | +28.3% | -2.2% | +0.4% |
| 10Y | +101.3% | +246.5% | -145.2% | -0.8% |
| All | +589.8% | +6,747.2% | -6,157.4% | +54.9% |
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