+87.1%
VTRS vs DKS
+29.1%
+57.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -2.2% | -3.0% | +0.8% | -1.8% |
| 30D | +3.3% | -33.4% | +36.7% | +9.1% |
| 3M | +2.0% | -39.4% | +41.4% | +9.4% |
| 6M | +19.9% | -30.1% | +50.0% | +24.8% |
| YTD | +35.7% | -31.0% | +66.7% | +41.4% |
| 1Y | +68.1% | -40.2% | +108.3% | +79.2% |
| 3Y | +87.1% | +30.9% | +56.1% | +49.0% |
| All | +87.1% | +29.1% | +57.9% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling