-39.6%
DKS vs ITOT
+17.8%
-57.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +1.5% |
| 7D | -2.0% | -0.9% | -1.1% | -1.1% |
| 30D | -32.7% | -1.5% | -31.3% | -31.7% |
| 3M | -38.8% | +3.6% | -42.4% | -41.1% |
| 6M | -29.4% | +13.7% | -43.1% | -39.0% |
| YTD | -30.3% | +12.9% | -43.2% | -39.2% |
| 1Y | -39.6% | +17.2% | -56.8% | -50.7% |
| All | -39.6% | +17.8% | -57.4% | -50.7% |
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