+199.6%
DKS vs VYM
+209.2%
-9.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.5% |
| 7D | -2.0% | -0.8% | -1.2% | -1.0% |
| 30D | -32.7% | -2.2% | -30.5% | -30.6% |
| 3M | -38.8% | +3.1% | -41.9% | -40.9% |
| 6M | -29.4% | +9.7% | -39.2% | -37.0% |
| YTD | -30.3% | +14.9% | -45.2% | -41.2% |
| 1Y | -39.6% | +17.6% | -57.2% | -50.3% |
| 3Y | +32.2% | +65.3% | -33.1% | -27.2% |
| 5Y | +15.1% | +78.7% | -63.6% | -41.2% |
| All | +199.6% | +209.2% | -9.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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