+199.6%
DKS vs VICR
+1,679.8%
-1,480.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.2% | -8.8% | +0.6% |
| 7D | -2.0% | +5.0% | -7.0% | -2.9% |
| 30D | -32.7% | -12.5% | -20.3% | -31.7% |
| 3M | -38.8% | -33.6% | -5.2% | -36.2% |
| 6M | -29.4% | +10.7% | -40.1% | -34.9% |
| YTD | -30.3% | +80.6% | -110.9% | -42.1% |
| 1Y | -39.6% | +288.4% | -328.0% | -57.4% |
| 3Y | +32.2% | +213.8% | -181.6% | -9.2% |
| 5Y | +15.1% | +58.8% | -43.7% | -17.0% |
| All | +199.6% | +1,679.8% | -1,480.2% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling