-100.0%
VIVK vs DKS
+787.6%
-887.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -7.1% | -6.4% |
| 7D | -7.9% | -2.9% | -5.0% | -7.7% |
| 30D | -42.0% | -37.7% | -4.2% | -39.5% |
| 3M | -92.5% | -38.9% | -53.6% | -92.2% |
| 6M | -98.0% | -31.1% | -66.9% | -97.9% |
| YTD | -97.9% | -31.8% | -66.1% | -97.8% |
| 1Y | -100.0% | -38.0% | -61.9% | -100.0% |
| 3Y | -100.0% | +28.6% | -128.6% | -100.0% |
| 5Y | -100.0% | +12.5% | -112.5% | -100.0% |
| 10Y | -100.0% | +198.3% | -298.3% | -100.0% |
| All | -100.0% | +787.6% | -887.6% | -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 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