+47.7%
VMC vs DKS
+15.5%
+32.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -5.3% | -2.9% | -2.4% | -4.8% |
| 30D | -12.3% | -37.7% | +25.5% | -4.6% |
| 3M | -10.3% | -38.9% | +28.7% | -2.0% |
| 6M | -8.6% | -31.1% | +22.5% | -2.9% |
| YTD | -11.9% | -31.8% | +19.9% | -6.4% |
| 1Y | -13.9% | -38.0% | +24.1% | -7.1% |
| 3Y | +18.2% | +28.6% | -10.5% | +4.5% |
| 5Y | +47.7% | +12.5% | +35.2% | +28.8% |
| All | +47.7% | +15.5% | +32.2% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling