+1,112.0%
VST vs DKS
+224.7%
+887.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.2% | +10.7% | +10.6% |
| 7D | -9.8% | -2.1% | -7.7% | -9.7% |
| 30D | -25.1% | +7.3% | -32.5% | -26.7% |
| 3M | -11.6% | -28.4% | +16.8% | -7.3% |
| 6M | -20.9% | -36.9% | +16.0% | -14.9% |
| YTD | -22.3% | -27.3% | +5.0% | -19.3% |
| 1Y | -32.0% | -33.2% | +1.2% | -28.2% |
| 3Y | +262.4% | +32.2% | +230.2% | +232.7% |
| 5Y | +563.4% | +22.3% | +541.1% | +496.1% |
| All | +1,112.0% | +224.7% | +887.3% | +665.0% |
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 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