+1,238.2%
VST vs DKS
+209.7%
+1,028.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +2.7% |
| 7D | +9.9% | -0.4% | +10.3% | +9.9% |
| 30D | +7.9% | -36.6% | +44.5% | +17.1% |
| 3M | +3.4% | -37.6% | +41.0% | +12.3% |
| 6M | -4.1% | -32.1% | +28.0% | +1.9% |
| YTD | -5.7% | -32.3% | +26.6% | +0.2% |
| 1Y | -18.9% | -39.5% | +20.6% | -12.0% |
| 3Y | +359.1% | +27.7% | +331.4% | +328.2% |
| 5Y | +766.9% | +15.0% | +751.9% | +694.6% |
| All | +1,238.2% | +209.7% | +1,028.5% | +761.8% |
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