+30.9%
DKS vs VSXY
+352.7%
-321.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.8% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -33.4% | -18.7% | -14.7% | -31.0% |
| 3M | -39.4% | -4.0% | -35.4% | -39.3% |
| 6M | -30.1% | +67.5% | -97.6% | -39.2% |
| YTD | -31.0% | +39.7% | -70.6% | -38.2% |
| 1Y | -40.2% | +180.0% | -220.1% | -55.2% |
| 3Y | +30.9% | +337.3% | -306.3% | -16.7% |
| All | +30.9% | +352.7% | -321.8% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling