+175.8%
VSH vs DKS
+199.2%
-23.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +3.1% | -4.7% | +7.8% | +4.6% |
| 30D | -5.7% | -35.1% | +29.4% | +5.0% |
| 3M | -42.5% | -37.7% | -4.7% | -35.4% |
| 6M | +82.7% | -30.7% | +113.4% | +97.8% |
| YTD | +118.2% | -31.9% | +150.2% | +137.5% |
| 1Y | +109.7% | -40.0% | +149.7% | +137.7% |
| 3Y | +35.3% | +28.4% | +6.9% | +21.6% |
| 5Y | +65.6% | +12.4% | +53.2% | +46.0% |
| All | +175.8% | +199.2% | -23.4% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling