+13.8%
VRT vs DKS
-29.5%
+43.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.7% | -20.6% | -13.2% |
| 7D | -15.4% | +8.4% | -23.8% | -15.8% |
| 30D | -19.0% | +7.7% | -26.6% | -19.6% |
| 3M | -23.8% | -25.8% | +1.9% | -20.1% |
| 6M | -37.9% | -31.0% | -6.9% | -34.3% |
| YTD | +27.0% | -23.8% | +50.8% | +27.8% |
| 1Y | +13.8% | -29.8% | +43.6% | +17.9% |
| All | +13.8% | -29.5% | +43.3% | +17.9% |
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