+56.8%
DKS vs VSXY
+37.5%
+19.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.6% |
| 7D | -2.0% | +0.1% | -2.2% | -2.2% |
| 30D | -32.7% | -18.7% | -14.1% | -29.6% |
| 3M | -38.8% | -4.0% | -34.8% | -38.8% |
| 6M | -29.4% | +67.5% | -96.9% | -41.2% |
| YTD | -30.3% | +39.7% | -70.0% | -39.7% |
| 1Y | -39.6% | +180.0% | -219.6% | -57.9% |
| 3Y | +32.2% | +337.3% | -305.1% | -29.2% |
| 5Y | +15.1% | +22.7% | -7.6% | -12.6% |
| All | +56.8% | +37.5% | +19.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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