+77.9%
VUG vs DKS
+44.7%
+33.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.4% |
| 7D | +2.5% | +6.3% | -3.8% | +1.5% |
| 30D | -6.3% | +9.3% | -15.6% | -7.8% |
| 3M | -6.0% | -25.3% | +19.2% | -2.3% |
| 6M | -3.5% | -29.2% | +25.6% | +0.8% |
| YTD | +3.9% | -22.7% | +26.7% | +6.1% |
| 1Y | +5.1% | -30.1% | +35.2% | +9.6% |
| 3Y | +77.9% | +45.6% | +32.2% | +72.6% |
| All | +77.9% | +44.7% | +33.2% | +72.6% |
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