+390.2%
VZ vs DKS
+6,430.5%
-6,040.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +2.1% | -2.1% | +4.2% | +2.4% |
| 30D | +1.4% | +7.3% | -6.0% | +0.4% |
| 3M | -1.3% | -28.4% | +27.2% | +1.8% |
| 6M | -0.5% | -36.9% | +36.4% | +4.1% |
| YTD | +19.6% | -27.3% | +47.0% | +22.5% |
| 1Y | +22.4% | -33.2% | +55.6% | +26.6% |
| 3Y | +55.9% | +32.2% | +23.7% | +42.7% |
| 5Y | +20.4% | +22.3% | -1.9% | +7.9% |
| 10Y | +66.9% | +230.5% | -163.6% | +17.8% |
| All | +390.2% | +6,430.5% | -6,040.3% | +132.6% |
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 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