-35.9%
DKS vs ITOT
+20.8%
-56.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -30.5% | 0.0% | -30.5% | -30.5% |
| 3M | -35.7% | +2.0% | -37.6% | -36.9% |
| 6M | -29.7% | +13.0% | -42.7% | -38.6% |
| YTD | -28.9% | +14.0% | -42.8% | -38.6% |
| 1Y | -35.9% | +19.9% | -55.8% | -48.8% |
| All | -35.9% | +20.8% | -56.7% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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