+1,366.3%
DKS vs ITOT
+885.8%
+480.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.4% |
| 7D | -2.9% | -0.4% | -2.5% | -2.5% |
| 30D | -37.7% | -1.6% | -36.1% | -36.5% |
| 3M | -38.9% | +3.5% | -42.5% | -41.5% |
| 6M | -31.1% | +13.1% | -44.2% | -40.6% |
| YTD | -31.8% | +12.7% | -44.5% | -40.9% |
| 1Y | -38.0% | +18.3% | -56.3% | -49.2% |
| 3Y | +28.6% | +76.4% | -47.8% | -32.7% |
| 5Y | +12.5% | +73.8% | -61.2% | -39.3% |
| 10Y | +198.3% | +301.2% | -102.9% | -37.3% |
| All | +1,366.3% | +885.8% | +480.5% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling