+76.0%
VUG vs DKS
+15.5%
+60.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +0.1% | -2.9% | +3.0% | +0.7% |
| 30D | -1.7% | -37.7% | +36.0% | +7.6% |
| 3M | +2.8% | -38.9% | +41.7% | +12.7% |
| 6M | +13.6% | -31.1% | +44.7% | +20.3% |
| YTD | +8.1% | -31.8% | +39.9% | +14.4% |
| 1Y | +13.1% | -38.0% | +51.1% | +22.0% |
| 3Y | +87.0% | +28.6% | +58.3% | +60.4% |
| 5Y | +76.0% | +12.5% | +63.4% | +40.0% |
| All | +76.0% | +15.5% | +60.5% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling