+245.3%
NEM vs DKS
+30.4%
+214.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.3% |
| 7D | -1.0% | -2.0% | +1.0% | -0.8% |
| 30D | +7.8% | -32.7% | +40.6% | +11.6% |
| 3M | +30.2% | -38.8% | +69.0% | +36.3% |
| 6M | +9.6% | -29.4% | +39.0% | +13.0% |
| YTD | +27.8% | -30.3% | +58.1% | +31.9% |
| 1Y | +60.7% | -39.6% | +100.3% | +67.6% |
| 3Y | +245.3% | +32.2% | +213.1% | +189.3% |
| All | +245.3% | +30.4% | +214.9% | +189.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling