+404.6%
VIAV vs DKS
+206.3%
+198.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.1% |
| 7D | +11.2% | -2.0% | +13.2% | +11.5% |
| 30D | -10.1% | -32.7% | +22.6% | -4.3% |
| 3M | -22.9% | -38.8% | +15.9% | -16.8% |
| 6M | +28.8% | -29.4% | +58.2% | +34.3% |
| YTD | +117.5% | -30.3% | +147.8% | +126.8% |
| 1Y | +216.1% | -39.6% | +255.7% | +238.8% |
| 3Y | +292.2% | +32.2% | +260.0% | +240.7% |
| 5Y | +141.0% | +15.1% | +125.9% | +105.7% |
| All | +404.6% | +206.3% | +198.2% | +203.2% |
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