+512.0%
VSH vs DKS
+6,292.4%
-5,780.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.6% |
| 7D | +4.1% | +3.0% | +1.1% | +2.9% |
| 30D | -4.2% | -30.5% | +26.4% | +6.1% |
| 3M | -50.0% | -35.7% | -14.3% | -43.3% |
| 6M | +80.2% | -29.7% | +109.9% | +96.9% |
| YTD | +121.1% | -28.9% | +149.9% | +140.3% |
| 1Y | +112.0% | -35.9% | +147.9% | +139.6% |
| 3Y | +22.5% | +28.2% | -5.6% | +5.0% |
| 5Y | +64.0% | +11.8% | +52.2% | +36.8% |
| 10Y | +170.4% | +211.6% | -41.2% | +29.1% |
| All | +512.0% | +6,292.4% | -5,780.4% | -9.5% |
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