+225.7%
VIK vs DKS
-29.3%
+255.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -0.9% | -3.0% | +2.0% | -0.2% |
| 30D | -18.4% | -33.4% | +15.0% | -9.6% |
| 3M | -8.8% | -39.4% | +30.6% | +4.2% |
| 6M | +17.1% | -30.1% | +47.2% | +26.0% |
| YTD | +19.0% | -31.0% | +50.0% | +28.2% |
| 1Y | +30.1% | -40.2% | +70.3% | +47.2% |
| All | +225.7% | -29.3% | +255.0% | +244.1% |
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