+75.8%
VT vs DKS
+39.9%
+36.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.9% |
| 7D | +0.4% | +3.8% | -3.5% | -0.2% |
| 30D | -2.6% | +8.1% | -10.7% | -3.7% |
| 3M | -3.2% | -28.6% | +25.4% | +0.6% |
| 6M | +0.9% | -33.6% | +34.5% | +5.9% |
| YTD | +11.3% | -23.8% | +35.1% | +13.6% |
| 1Y | +14.0% | -30.7% | +44.7% | +18.2% |
| 3Y | +75.8% | +41.5% | +34.3% | +63.1% |
| All | +75.8% | +39.9% | +36.0% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling