-11.1%
VRSK vs DKS
+14.7%
-25.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | 0.0% |
| 7D | -5.2% | -2.0% | -3.1% | -5.0% |
| 30D | -2.3% | -32.7% | +30.4% | 0.0% |
| 3M | -2.9% | -38.8% | +35.9% | 0.0% |
| 6M | -12.8% | -29.4% | +16.6% | -11.5% |
| YTD | -20.8% | -30.3% | +9.5% | -19.6% |
| 1Y | -33.2% | -39.6% | +6.4% | -31.4% |
| 3Y | -26.6% | +32.2% | -58.8% | -34.0% |
| All | -11.1% | +14.7% | -25.8% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling