+125.7%
VMC vs DKS
+226.4%
-100.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.2% |
| 7D | -1.3% | +6.3% | -7.6% | -2.7% |
| 30D | +15.5% | +9.3% | +6.2% | +13.0% |
| 3M | +0.6% | -25.3% | +25.9% | +5.7% |
| 6M | +2.1% | -29.2% | +31.3% | +8.5% |
| YTD | -1.6% | -22.7% | +21.2% | +2.1% |
| 1Y | -1.2% | -30.1% | +28.9% | +4.8% |
| 3Y | +35.3% | +45.6% | -10.3% | +14.9% |
| 5Y | +43.6% | +28.5% | +15.1% | +19.5% |
| All | +125.7% | +226.4% | -100.7% | +24.8% |
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