+32.2%
DKS vs NTRS
+168.2%
-136.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.8% |
| 7D | -2.0% | +1.4% | -3.4% | -2.7% |
| 30D | -32.7% | -0.7% | -32.1% | -32.5% |
| 3M | -38.8% | +11.3% | -50.1% | -42.4% |
| 6M | -29.4% | +35.5% | -65.0% | -40.6% |
| YTD | -30.3% | +40.6% | -70.9% | -42.9% |
| 1Y | -39.6% | +49.2% | -88.8% | -52.4% |
| 3Y | +32.2% | +167.2% | -135.0% | -28.0% |
| All | +32.2% | +168.2% | -136.0% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling