+1,216.9%
VST vs DKS
+225.5%
+991.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.6% |
| 7D | +8.9% | +3.0% | +5.9% | +8.2% |
| 30D | +6.2% | -30.5% | +36.7% | +12.9% |
| 3M | -2.7% | -35.7% | +33.0% | +5.0% |
| 6M | -8.4% | -29.7% | +21.3% | -3.2% |
| YTD | -7.2% | -28.9% | +21.7% | -2.4% |
| 1Y | -20.9% | -35.9% | +15.0% | -15.2% |
| 3Y | +384.0% | +28.2% | +355.8% | +350.5% |
| 5Y | +757.1% | +11.8% | +745.2% | +689.1% |
| All | +1,216.9% | +225.5% | +991.3% | +739.4% |
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