+968.5%
VMC vs DKS
+6,842.3%
-5,873.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.4% |
| 7D | -1.3% | +6.3% | -7.6% | -3.1% |
| 30D | +15.5% | +9.3% | +6.2% | +12.3% |
| 3M | +0.6% | -25.3% | +25.9% | +7.2% |
| 6M | +2.1% | -29.2% | +31.3% | +10.2% |
| YTD | -1.6% | -22.7% | +21.2% | +3.0% |
| 1Y | -1.2% | -30.1% | +28.9% | +6.3% |
| 3Y | +35.3% | +45.6% | -10.3% | +9.2% |
| 5Y | +43.6% | +28.5% | +15.1% | +13.0% |
| 10Y | +126.7% | +235.2% | -108.5% | +10.5% |
| All | +968.5% | +6,842.3% | -5,873.8% | +148.1% |
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 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