+455.4%
V vs DKS
+236.1%
+219.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +0.8% | +9.4% | -8.6% | -0.6% |
| 30D | +9.9% | +9.8% | +0.2% | +8.3% |
| 3M | +17.5% | -29.3% | +46.8% | +22.4% |
| 6M | +33.5% | -32.6% | +66.0% | +39.6% |
| YTD | +21.6% | -22.6% | +44.1% | +23.8% |
| 1Y | +27.6% | -29.8% | +57.4% | +31.9% |
| 3Y | +76.4% | +43.2% | +33.2% | +56.8% |
| 5Y | +103.8% | +29.8% | +74.0% | +77.4% |
| All | +455.4% | +236.1% | +219.3% | +249.5% |
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