+53.4%
DKS vs VSXY
+37.7%
+15.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.6% |
| 7D | -2.9% | -10.7% | +7.8% | -0.6% |
| 30D | -37.7% | -24.3% | -13.5% | -33.6% |
| 3M | -38.9% | +1.0% | -39.9% | -39.7% |
| 6M | -31.1% | +57.4% | -88.5% | -41.6% |
| YTD | -31.8% | +39.8% | -71.6% | -41.0% |
| 1Y | -38.0% | +196.5% | -234.5% | -57.6% |
| 3Y | +28.6% | +357.2% | -328.6% | -32.2% |
| 5Y | +12.5% | +18.9% | -6.3% | -14.3% |
| All | +53.4% | +37.7% | +15.7% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling