+579.5%
VRSK vs DKS
+708.5%
-128.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -7.7% | -4.7% | -3.0% | -7.1% |
| 30D | -2.8% | -35.1% | +32.2% | +1.7% |
| 3M | -3.7% | -37.7% | +34.0% | +1.3% |
| 6M | -12.8% | -30.7% | +18.0% | -9.9% |
| YTD | -21.0% | -31.9% | +11.0% | -18.4% |
| 1Y | -32.5% | -40.0% | +7.5% | -29.3% |
| 3Y | -26.5% | +28.4% | -54.9% | -33.4% |
| 5Y | -11.5% | +12.4% | -23.9% | -20.8% |
| 10Y | +125.7% | +197.8% | -72.2% | +59.2% |
| All | +579.5% | +708.5% | -128.9% | +282.1% |
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