+484.0%
V vs DKS
+226.4%
+257.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.9% |
| 7D | +0.9% | +6.3% | -5.4% | 0.0% |
| 30D | +9.0% | +9.3% | -0.3% | +7.4% |
| 3M | +16.7% | -25.3% | +42.0% | +20.5% |
| 6M | +33.4% | -29.2% | +62.6% | +38.4% |
| YTD | +22.4% | -22.7% | +45.1% | +24.7% |
| 1Y | +27.7% | -30.1% | +57.8% | +32.1% |
| 3Y | +78.0% | +45.6% | +32.3% | +57.7% |
| 5Y | +108.5% | +28.5% | +80.0% | +81.6% |
| All | +484.0% | +226.4% | +257.6% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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