+757.9%
DKS vs VCLT
+103.3%
+654.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.9% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -36.6% | -0.6% | -36.1% | -36.6% |
| 3M | -37.6% | -2.2% | -35.4% | -37.2% |
| 6M | -32.1% | -2.9% | -29.2% | -31.5% |
| YTD | -32.3% | -2.1% | -30.3% | -31.9% |
| 1Y | -39.5% | -2.6% | -36.9% | -39.0% |
| 3Y | +27.7% | +12.5% | +15.2% | +24.2% |
| 5Y | +15.0% | -15.3% | +30.3% | +15.1% |
| 10Y | +192.6% | +16.6% | +176.0% | +212.6% |
| All | +757.9% | +103.3% | +654.6% | +1,245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling