+904.7%
DKS vs VIG
+655.8%
+248.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +6.3% | +3.5% | +2.8% | +1.7% |
| 30D | +9.3% | +4.9% | +4.4% | +2.9% |
| 3M | -25.3% | +2.5% | -27.8% | -27.3% |
| 6M | -29.2% | +11.0% | -40.2% | -37.8% |
| YTD | -22.7% | +16.0% | -38.7% | -35.8% |
| 1Y | -30.1% | +17.5% | -47.7% | -42.9% |
| 3Y | +45.6% | +67.0% | -21.4% | -22.8% |
| 5Y | +28.5% | +64.8% | -36.3% | -29.4% |
| 10Y | +235.2% | +263.6% | -28.4% | -31.7% |
| All | +904.7% | +655.8% | +248.9% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling