+30.9%
DKS vs VYM
+65.1%
-34.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.4% |
| 7D | -3.0% | -0.8% | -2.2% | -1.7% |
| 30D | -33.4% | -2.2% | -31.1% | -30.8% |
| 3M | -39.4% | +3.1% | -42.4% | -41.9% |
| 6M | -30.1% | +9.7% | -39.8% | -39.1% |
| YTD | -31.0% | +14.9% | -45.9% | -44.0% |
| 1Y | -40.2% | +17.6% | -57.7% | -53.1% |
| 3Y | +30.9% | +65.3% | -34.4% | -39.4% |
| All | +30.9% | +65.1% | -34.1% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling