+81.7%
VRT vs DKS
-38.2%
+119.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | -7.7% | -4.7% | -3.0% | -7.0% |
| 30D | -12.0% | -35.1% | +23.1% | -4.9% |
| 3M | -11.7% | -37.7% | +26.0% | -4.3% |
| 6M | -8.1% | -30.7% | +22.7% | -5.7% |
| YTD | +53.2% | -31.9% | +85.2% | +58.6% |
| 1Y | +81.7% | -40.0% | +121.7% | +94.8% |
| All | +81.7% | -38.2% | +119.9% | +94.8% |
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 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