+5,598.1%
DKS vs NVMI
+35,504.8%
-29,906.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -2.9% | +6.9% | -9.8% | -3.9% |
| 30D | -37.7% | -2.8% | -34.9% | -37.6% |
| 3M | -38.9% | -27.3% | -11.6% | -36.8% |
| 6M | -31.1% | -13.7% | -17.4% | -30.7% |
| YTD | -31.8% | +13.8% | -45.7% | -34.4% |
| 1Y | -38.0% | +34.9% | -72.9% | -42.0% |
| 3Y | +28.6% | +213.5% | -184.9% | +4.8% |
| 5Y | +12.5% | +272.5% | -259.9% | -11.0% |
| 10Y | +198.3% | +3,142.4% | -2,944.1% | +83.0% |
| All | +5,598.1% | +35,504.8% | -29,906.6% | +1,991.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling