-39.3%
VG vs DKS
-41.4%
+2.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.7% | +3.0% | -1.3% | +1.1% |
| 30D | +16.0% | -30.5% | +46.5% | +22.7% |
| 3M | +9.7% | -35.7% | +45.4% | +17.3% |
| 6M | +29.6% | -29.7% | +59.3% | +31.4% |
| YTD | +112.0% | -28.9% | +140.9% | +112.9% |
| 1Y | +12.8% | -35.9% | +48.7% | +19.2% |
| All | -39.3% | -41.4% | +2.1% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling