+1,187.3%
VUG vs DKS
+1,611.1%
-423.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.5% |
| 7D | +2.5% | +6.3% | -3.8% | +1.1% |
| 30D | -6.3% | +9.3% | -15.6% | -8.4% |
| 3M | -6.0% | -25.3% | +19.2% | -1.7% |
| 6M | -3.5% | -29.2% | +25.6% | +1.6% |
| YTD | +3.9% | -22.7% | +26.7% | +6.8% |
| 1Y | +5.1% | -30.1% | +35.2% | +10.4% |
| 3Y | +77.9% | +45.6% | +32.2% | +52.2% |
| 5Y | +62.4% | +28.5% | +33.9% | +37.3% |
| 10Y | +399.4% | +235.2% | +164.2% | +199.8% |
| All | +1,187.3% | +1,611.1% | -423.8% | +357.0% |
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