+16.6%
DKS vs NTRS
+93.2%
-76.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -42.3% |
| 6M | -29.4% | +35.5% | -65.0% | -40.1% |
| YTD | -30.3% | +40.6% | -70.9% | -42.2% |
| 1Y | -39.6% | +49.2% | -88.8% | -51.6% |
| 3Y | +32.2% | +167.2% | -135.0% | -23.0% |
| All | +16.6% | +93.2% | -76.6% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling