-40.2%
DKS vs VCLT
-4.4%
-35.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.0% | -1.4% | -1.6% | -2.1% |
| 30D | -33.4% | -1.2% | -32.2% | -33.1% |
| 3M | -39.4% | -4.8% | -34.6% | -36.5% |
| 6M | -30.1% | -2.6% | -27.5% | -28.3% |
| YTD | -31.0% | -3.3% | -27.6% | -29.3% |
| 1Y | -40.2% | -4.8% | -35.3% | -37.0% |
| All | -40.2% | -4.4% | -35.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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