+476.5%
V vs DKS
+217.6%
+258.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -0.4% | +3.3% | -3.6% | -0.9% |
| 30D | +6.3% | +5.9% | +0.4% | +5.3% |
| 3M | +17.2% | -27.4% | +44.6% | +21.5% |
| 6M | +29.2% | -32.6% | +61.9% | +35.2% |
| YTD | +20.8% | -24.8% | +45.6% | +23.6% |
| 1Y | +25.0% | -32.8% | +57.8% | +30.1% |
| 3Y | +75.3% | +39.1% | +36.2% | +56.5% |
| 5Y | +105.8% | +25.0% | +80.8% | +80.1% |
| All | +476.5% | +217.6% | +258.9% | +272.0% |
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