-33.8%
DKS vs NTRS
+37.4%
-71.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.7% | -3.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.2% |
| 30D | +4.6% | +1.1% | +3.5% | +4.3% |
| 3M | -28.9% | -6.6% | -22.3% | -27.2% |
| 6M | -33.5% | +7.1% | -40.6% | -35.5% |
| YTD | -27.2% | +27.4% | -54.6% | -36.5% |
| 1Y | -33.8% | +36.5% | -70.3% | -45.9% |
| All | -33.8% | +37.4% | -71.2% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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