+905.3%
VMC vs DKS
+6,292.4%
-5,387.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | -4.3% | +3.0% | -7.3% | -5.2% |
| 30D | -8.2% | -30.5% | +22.3% | +0.2% |
| 3M | -7.0% | -35.7% | +28.6% | +4.0% |
| 6M | -10.8% | -29.7% | +18.9% | -3.4% |
| YTD | -7.4% | -28.9% | +21.5% | -0.3% |
| 1Y | -9.5% | -35.9% | +26.4% | -0.2% |
| 3Y | +20.5% | +28.2% | -7.7% | +1.3% |
| 5Y | +51.6% | +11.8% | +39.7% | +24.6% |
| 10Y | +150.0% | +211.6% | -61.6% | +24.6% |
| All | +905.3% | +6,292.4% | -5,387.1% | +140.1% |
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