-33.2%
VRSK vs DKS
-38.6%
+5.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.3% |
| 7D | -5.2% | -2.0% | -3.1% | -5.2% |
| 30D | -2.3% | -32.7% | +30.4% | -4.0% |
| 3M | -2.9% | -38.8% | +35.9% | -5.6% |
| 6M | -12.8% | -29.4% | +16.6% | -14.1% |
| YTD | -20.8% | -30.3% | +9.5% | -22.1% |
| 1Y | -33.2% | -39.6% | +6.4% | -34.4% |
| All | -33.2% | -38.6% | +5.4% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling