-100.0%
VIVK vs DKS
+206.3%
-306.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.4% | -9.8% | -7.6% |
| 7D | -4.4% | -2.0% | -2.3% | -4.3% |
| 30D | -40.8% | -32.7% | -8.1% | -39.0% |
| 3M | -94.1% | -38.8% | -55.4% | -93.9% |
| 6M | -98.2% | -29.4% | -68.8% | -98.1% |
| YTD | -98.0% | -30.3% | -67.7% | -98.0% |
| 1Y | -100.0% | -39.6% | -60.4% | -100.0% |
| 3Y | -100.0% | +32.2% | -132.2% | -100.0% |
| 5Y | -100.0% | +15.1% | -115.1% | -100.0% |
| All | -100.0% | +206.3% | -306.3% | -100.0% |
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