+964.8%
DKS vs VT
+374.2%
+590.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.0% | +0.4% | +2.6% | +2.6% |
| 30D | -30.5% | +1.0% | -31.5% | -31.3% |
| 3M | -35.7% | +2.4% | -38.1% | -37.6% |
| 6M | -29.7% | +12.0% | -41.7% | -38.0% |
| YTD | -28.9% | +15.3% | -44.2% | -39.1% |
| 1Y | -35.9% | +22.6% | -58.5% | -48.4% |
| 3Y | +28.2% | +74.7% | -46.5% | -27.0% |
| 5Y | +11.8% | +66.1% | -54.3% | -32.1% |
| 10Y | +211.6% | +225.0% | -13.4% | +1.8% |
| All | +964.8% | +374.2% | +590.6% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling