+236.0%
DKS vs VT
+223.7%
+12.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +1.7% |
| 7D | +3.8% | +0.4% | +3.5% | +3.5% |
| 30D | +8.1% | -2.6% | +10.7% | +11.5% |
| 3M | -28.6% | -3.2% | -25.4% | -25.9% |
| 6M | -33.6% | +0.9% | -34.5% | -34.9% |
| YTD | -23.8% | +11.3% | -35.1% | -33.9% |
| 1Y | -30.7% | +14.0% | -44.7% | -41.7% |
| 3Y | +41.5% | +75.8% | -34.3% | -28.7% |
| 5Y | +23.0% | +57.8% | -34.8% | -28.6% |
| 10Y | +236.0% | +219.8% | +16.2% | -10.7% |
| All | +236.0% | +223.7% | +12.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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