+302.3%
NEM vs DKS
+203.5%
+98.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | -1.0% | -3.0% | +2.0% | -0.8% |
| 30D | +7.8% | -33.4% | +41.2% | +9.8% |
| 3M | +30.2% | -39.4% | +69.6% | +33.3% |
| 6M | +9.6% | -30.1% | +39.7% | +11.4% |
| YTD | +27.8% | -31.0% | +58.8% | +29.9% |
| 1Y | +60.7% | -40.2% | +100.9% | +64.4% |
| 3Y | +245.3% | +30.9% | +214.3% | +238.6% |
| 5Y | +155.3% | +14.0% | +141.3% | +149.4% |
| All | +302.3% | +203.5% | +98.9% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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