+221.8%
VT vs DKS
+226.4%
-4.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.7% |
| 7D | +2.4% | +6.3% | -4.0% | +1.3% |
| 30D | -1.5% | +9.3% | -10.8% | -3.1% |
| 3M | -4.1% | -25.3% | +21.2% | -0.8% |
| 6M | +0.6% | -29.2% | +29.7% | +4.6% |
| YTD | +11.0% | -22.7% | +33.8% | +13.5% |
| 1Y | +13.3% | -30.1% | +43.5% | +17.7% |
| 3Y | +73.4% | +45.6% | +27.8% | +54.4% |
| 5Y | +57.4% | +28.5% | +29.0% | +38.0% |
| All | +221.8% | +226.4% | -4.6% | +107.9% |
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