+5,669.5%
DKS vs NTRS
+781.4%
+4,888.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.9% |
| 7D | -3.0% | +1.4% | -4.3% | -3.6% |
| 30D | -33.4% | -0.7% | -32.7% | -33.1% |
| 3M | -39.4% | +11.3% | -50.7% | -42.9% |
| 6M | -30.1% | +35.5% | -65.6% | -40.8% |
| YTD | -31.0% | +40.6% | -71.6% | -42.9% |
| 1Y | -40.2% | +49.2% | -89.4% | -52.1% |
| 3Y | +30.9% | +167.2% | -136.3% | -23.7% |
| 5Y | +14.0% | +94.9% | -80.9% | -24.1% |
| 10Y | +202.1% | +259.5% | -57.4% | +40.1% |
| All | +5,669.5% | +781.4% | +4,888.1% | +1,499.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling