+29.3%
DKS vs VO
+56.0%
-26.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.9% |
| 7D | -2.9% | -0.6% | -2.3% | -2.1% |
| 30D | -37.7% | -1.9% | -35.8% | -36.0% |
| 3M | -38.9% | +3.3% | -42.2% | -41.4% |
| 6M | -31.1% | +9.7% | -40.8% | -39.2% |
| YTD | -31.8% | +12.6% | -44.4% | -42.0% |
| 1Y | -38.0% | +13.6% | -51.7% | -47.8% |
| All | +29.3% | +56.0% | -26.7% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling