-39.6%
DKS vs NTR
+39.1%
-78.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | -2.0% | -1.3% | -0.8% | -2.0% |
| 30D | -32.7% | +16.8% | -49.5% | -32.6% |
| 3M | -38.8% | +20.7% | -59.5% | -38.7% |
| 6M | -29.4% | +0.5% | -30.0% | -28.6% |
| YTD | -30.3% | +29.2% | -59.5% | -31.2% |
| 1Y | -39.6% | +39.6% | -79.2% | -40.6% |
| All | -39.6% | +39.1% | -78.7% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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