+2,397.0%
VRT vs DKS
+413.0%
+1,984.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | -7.7% | -4.7% | -3.0% | -6.3% |
| 30D | -12.0% | -35.1% | +23.1% | -0.3% |
| 3M | -11.7% | -37.7% | +26.0% | +0.9% |
| 6M | -8.1% | -30.7% | +22.7% | +0.4% |
| YTD | +53.2% | -31.9% | +85.2% | +68.3% |
| 1Y | +81.7% | -40.0% | +121.7% | +108.1% |
| 3Y | +535.3% | +28.4% | +506.9% | +439.7% |
| 5Y | +916.4% | +12.4% | +903.9% | +751.3% |
| All | +2,397.0% | +413.0% | +1,984.0% | +1,002.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling