+61.1%
VZ vs DKS
+196.9%
-135.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.9% |
| 7D | +0.2% | -0.4% | +0.7% | +0.2% |
| 30D | +7.1% | -36.6% | +43.7% | +10.0% |
| 3M | +12.8% | -37.6% | +50.4% | +16.0% |
| 6M | +1.8% | -32.1% | +33.9% | +3.9% |
| YTD | +30.0% | -32.3% | +62.3% | +32.6% |
| 1Y | +24.3% | -39.5% | +63.8% | +27.6% |
| 3Y | +84.3% | +27.7% | +56.6% | +75.2% |
| 5Y | +25.9% | +15.0% | +10.9% | +18.6% |
| 10Y | +61.1% | +192.6% | -131.5% | +27.3% |
| All | +61.1% | +196.9% | -135.8% | +27.3% |
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