+2,263.1%
VGT vs DKS
+1,398.8%
+864.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +1.0% |
| 7D | +1.8% | -0.4% | +2.3% | +1.9% |
| 30D | -0.3% | -36.6% | +36.3% | +9.3% |
| 3M | +3.4% | -37.6% | +41.0% | +13.4% |
| 6M | +35.0% | -32.1% | +67.1% | +44.3% |
| YTD | +28.8% | -32.3% | +61.1% | +37.5% |
| 1Y | +38.0% | -39.5% | +77.5% | +50.9% |
| 3Y | +125.8% | +27.7% | +98.1% | +99.0% |
| 5Y | +134.7% | +15.0% | +119.7% | +103.0% |
| 10Y | +792.6% | +192.6% | +600.0% | +441.8% |
| All | +2,263.1% | +1,398.8% | +864.3% | +696.3% |
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