+1,162.4%
VST vs DKS
+237.0%
+925.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.4% |
| 7D | -6.0% | +9.4% | -15.4% | -8.0% |
| 30D | -18.8% | +9.8% | -28.5% | -20.7% |
| 3M | -8.0% | -29.3% | +21.2% | -3.1% |
| 6M | -10.9% | -32.6% | +21.6% | -5.4% |
| YTD | -18.3% | -22.6% | +4.3% | -16.2% |
| 1Y | -29.9% | -29.8% | -0.1% | -26.7% |
| 3Y | +290.3% | +43.2% | +247.1% | +252.7% |
| 5Y | +635.3% | +29.8% | +605.5% | +553.2% |
| 10Y | +1,162.4% | +236.7% | +925.7% | +691.7% |
| All | +1,162.4% | +237.0% | +925.3% | +691.7% |
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