+199.6%
DKS vs NVMI
+3,158.6%
-2,959.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.9% |
| 7D | -2.0% | -0.1% | -2.0% | -2.0% |
| 30D | -32.7% | -8.4% | -24.3% | -31.4% |
| 3M | -38.8% | -33.6% | -5.2% | -32.8% |
| 6M | -29.4% | -14.7% | -14.8% | -29.0% |
| YTD | -30.3% | +13.2% | -43.5% | -36.3% |
| 1Y | -39.6% | +29.0% | -68.6% | -47.4% |
| 3Y | +32.2% | +215.0% | -182.8% | -19.0% |
| 5Y | +15.1% | +268.6% | -253.5% | -34.9% |
| All | +199.6% | +3,158.6% | -2,959.0% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling