+409.6%
VUG vs DKS
+199.2%
+210.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -1.9% | -4.7% | +2.9% | -1.0% |
| 30D | -1.6% | -35.1% | +33.5% | +5.5% |
| 3M | +4.4% | -37.7% | +42.1% | +12.5% |
| 6M | +13.2% | -30.7% | +43.9% | +19.0% |
| YTD | +7.5% | -31.9% | +39.4% | +13.2% |
| 1Y | +12.5% | -40.0% | +52.5% | +21.0% |
| 3Y | +86.0% | +28.4% | +57.6% | +67.9% |
| 5Y | +76.5% | +12.4% | +64.1% | +56.8% |
| All | +409.6% | +199.2% | +210.4% | +240.3% |
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