+987.8%
DKS vs VT
+346.0%
+641.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -2.1% | -2.3% | +0.2% | +0.4% |
| 30D | +7.3% | -5.0% | +12.3% | +13.0% |
| 3M | -28.4% | -4.9% | -23.6% | -24.7% |
| 6M | -36.9% | -1.5% | -35.3% | -36.3% |
| YTD | -27.3% | +8.5% | -35.8% | -33.7% |
| 1Y | -33.2% | +11.4% | -44.6% | -40.7% |
| 3Y | +32.2% | +70.1% | -37.9% | -22.7% |
| 5Y | +22.3% | +53.7% | -31.5% | -19.5% |
| 10Y | +230.5% | +220.0% | +10.5% | +10.2% |
| All | +987.8% | +346.0% | +641.8% | +193.5% |
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