+196.8%
DKS vs VIG
+250.0%
-53.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.5% |
| 7D | -3.0% | -1.1% | -1.9% | -1.5% |
| 30D | -33.4% | -2.7% | -30.6% | -30.7% |
| 3M | -39.4% | +2.5% | -41.9% | -41.2% |
| 6M | -30.1% | +9.2% | -39.3% | -37.6% |
| YTD | -31.0% | +9.8% | -40.8% | -38.7% |
| 1Y | -40.2% | +12.4% | -52.6% | -48.3% |
| 3Y | +30.9% | +55.9% | -24.9% | -24.3% |
| 5Y | +14.0% | +63.9% | -49.9% | -37.1% |
| All | +196.8% | +250.0% | -53.2% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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