+7.2%
VNQ vs DKS
+13.6%
-6.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -1.3% | -3.0% | +1.7% | -0.9% |
| 30D | -2.6% | -33.4% | +30.8% | +2.3% |
| 3M | -2.0% | -39.4% | +37.3% | +4.3% |
| 6M | +4.3% | -30.1% | +34.4% | +8.3% |
| YTD | +9.2% | -31.0% | +40.2% | +13.5% |
| 1Y | +5.6% | -40.2% | +45.8% | +11.9% |
| 3Y | +30.8% | +30.9% | -0.1% | +18.0% |
| All | +7.2% | +13.6% | -6.4% | -7.0% |
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 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