+113.0%
VWO vs DKS
+206.3%
-93.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.4% |
| 7D | -1.8% | -2.0% | +0.3% | -1.5% |
| 30D | -0.1% | -32.7% | +32.6% | +4.3% |
| 3M | +2.2% | -38.8% | +41.0% | +7.9% |
| 6M | +8.8% | -29.4% | +38.2% | +12.3% |
| YTD | +12.4% | -30.3% | +42.7% | +16.1% |
| 1Y | +15.6% | -39.6% | +55.2% | +21.5% |
| 3Y | +62.5% | +32.2% | +30.3% | +50.1% |
| 5Y | +34.3% | +15.1% | +19.2% | +22.4% |
| All | +113.0% | +206.3% | -93.3% | +53.8% |
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