-50.0%
VTRS vs DKS
+206.3%
-256.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | -2.2% | -2.0% | -0.2% | -1.9% |
| 30D | +3.3% | -32.7% | +36.1% | +9.0% |
| 3M | +2.0% | -38.8% | +40.8% | +9.1% |
| 6M | +19.9% | -29.4% | +49.4% | +24.9% |
| YTD | +35.7% | -30.3% | +66.0% | +41.5% |
| 1Y | +68.1% | -39.6% | +107.7% | +79.1% |
| 3Y | +87.1% | +32.2% | +54.9% | +70.2% |
| 5Y | +47.6% | +15.1% | +32.5% | +32.5% |
| All | -50.0% | +206.3% | -256.3% | -66.2% |
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