+348.0%
VT vs DKS
+947.0%
-599.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.1% |
| 7D | -4.2% | -0.7% | -3.5% | -4.1% |
| 30D | -5.8% | +4.6% | -10.4% | -7.0% |
| 3M | -5.2% | -28.9% | +23.7% | +0.2% |
| 6M | +0.1% | -33.5% | +33.7% | +7.1% |
| YTD | +8.2% | -27.2% | +35.4% | +12.9% |
| 1Y | +10.1% | -33.8% | +43.9% | +17.2% |
| 3Y | +69.7% | +31.5% | +38.1% | +47.4% |
| 5Y | +53.4% | +22.5% | +30.9% | +28.8% |
| 10Y | +219.2% | +231.0% | -11.8% | +82.4% |
| All | +348.0% | +947.0% | -599.0% | +45.0% |
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