+490.4%
DKS vs NTR
+97.9%
+392.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | -33.4% | +16.8% | -50.1% | -36.8% |
| 3M | -39.4% | +20.7% | -60.1% | -43.5% |
| 6M | -30.1% | +0.5% | -30.6% | -31.0% |
| YTD | -31.0% | +29.2% | -60.1% | -38.4% |
| 1Y | -40.2% | +39.6% | -79.8% | -48.4% |
| 3Y | +30.9% | +37.9% | -6.9% | +10.0% |
| 5Y | +14.0% | +47.1% | -33.0% | -19.7% |
| All | +490.4% | +97.9% | +392.5% | +223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling