You miss information which distro you're using currently. And for what it's worth, VirtualBox 5.x also didn't register properly with dkms for me, meaning after a kernel update those modules would not be rebuilt by dkms.
For the instructions you provided regarding the DKMS installation those steps only take care that the module source is installed under /usr/src/<modulename>-<moduleversion>/ and that the module is built for the currently running kernel (or the one that is specified). If there's no dkms service running at boot then no new version will be compiled if a new kernel was booted for the first time.
It should be easy to verify, all modules that show up when running dkms status as root should be rebuilt automatically once you boot a new kernel for the first time and if you have the kernel headers for that kernel installed. Additionally the dkms.conf for the module in question needs to have AUTOINSTALL=Y specified, and the dkms service ( usually /etc/rc.d/init.d/dkms for older distributions ) will rebuilt those registered modules on next boot.
Can you check each of those conditions is met, especially that a service runs during bootup that will check dkms status and build new modules if necessary? It should either be called dkms or dkms_autoinstaller or similar.
For comparison, this is what dkms status output looks here with several binary and source modules installed for several kernel versions:
[doktor5000@Mageia5]─[16:40:27]─[~] sudo dkms status | sort
broadcom-wl, 6.30.223.271-1.mga5.nonfree, 4.1.12-desktop-1.mga5, x86_64: installed
broadcom-wl, 6.30.223.271-1.mga5.nonfree, 4.1.13-desktop-2.mga5, x86_64: installed
broadcom-wl, 6.30.223.271-1.mga5.nonfree, 4.1.8-desktop-1.mga5, x86_64: installed
nvidia-current, 346.96-1.mga5.nonfree, 4.1.12-desktop-1.mga5, x86_64: installed
nvidia-current, 346.96-1.mga5.nonfree, 4.1.12-desktop-1.mga5, x86_64: installed-binary from 4.1.12-desktop-1.mga5
nvidia-current, 346.96-1.mga5.nonfree, 4.1.13-desktop-2.mga5, x86_64: installed-binary from 4.1.13-desktop-2.mga5
nvidia-current, 346.96-1.mga5.nonfree, 4.1.8-desktop-1.mga5, x86_64: installed
nvidia-current, 346.96-1.mga5.nonfree, 4.1.8-desktop-1.mga5, x86_64: installed-binary from 4.1.8-desktop-1.mga5
rtl8192cu-fixes, 1.10, 4.1.12-desktop-1.mga5, x86_64: installed
rtl8192cu-fixes, 1.10, 4.1.13-desktop-2.mga5, x86_64: installed
rtl8192cu-fixes, 1.10, 4.1.8-desktop-1.mga5, x86_64: installed
sysdig, 0.2.0-1.mga5, 4.1.13-desktop-2.mga5, x86_64: installed
virtualbox, 5.0.10-1.mga5, 4.1.12-desktop-1.mga5, x86_64: installed
virtualbox, 5.0.10-1.mga5, 4.1.13-desktop-2.mga5, x86_64: installed-binary from 4.1.13-desktop-2.mga5
virtualbox, 5.0.8-1.mga5, 4.1.12-desktop-1.mga5, x86_64: installed-binary from 4.1.12-desktop-1.mga5
virtualbox, 5.0.8-1.mga5, 4.1.8-desktop-1.mga5, x86_64: installed-binary from 4.1.8-desktop-1.mga5