+41.7%
DKS vs VLTO
+27.2%
+14.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +3.0% | -2.3% | +5.3% | +4.2% |
| 30D | -30.5% | -0.9% | -29.7% | -30.2% |
| 3M | -35.7% | +13.8% | -49.5% | -39.6% |
| 6M | -29.7% | +2.0% | -31.7% | -30.4% |
| YTD | -28.9% | -3.2% | -25.7% | -27.9% |
| 1Y | -35.9% | -9.2% | -26.7% | -32.6% |
| All | +41.7% | +27.2% | +14.5% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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