+387.0%
VNQ vs DKS
+950.8%
-563.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.3% |
| 7D | -0.9% | -2.9% | +2.0% | 0.0% |
| 30D | -2.2% | -37.7% | +35.5% | +10.4% |
| 3M | -1.9% | -38.9% | +37.0% | +11.1% |
| 6M | +3.2% | -31.1% | +34.3% | +11.9% |
| YTD | +9.4% | -31.8% | +41.2% | +18.6% |
| 1Y | +7.5% | -38.0% | +45.6% | +19.3% |
| 3Y | +31.1% | +28.6% | +2.4% | +7.2% |
| 5Y | +6.6% | +12.5% | -6.0% | -15.9% |
| 10Y | +63.9% | +198.3% | -134.4% | -26.3% |
| All | +387.0% | +950.8% | -563.9% | -7.4% |
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