+953.6%
VRT vs DKS
+15.5%
+938.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.7% | -10.4% | -9.9% |
| 7D | +2.4% | -2.9% | +5.3% | +3.4% |
| 30D | -2.7% | -37.7% | +35.0% | +14.0% |
| 3M | -9.2% | -38.9% | +29.7% | +6.5% |
| 6M | -0.5% | -31.1% | +30.6% | +9.8% |
| YTD | +62.3% | -31.8% | +94.2% | +79.8% |
| 1Y | +109.6% | -38.0% | +147.6% | +140.7% |
| 3Y | +573.1% | +28.6% | +544.5% | +436.7% |
| 5Y | +953.6% | +12.5% | +941.1% | +654.8% |
| All | +953.6% | +15.5% | +938.1% | +654.8% |
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