+709.8%
NEM vs DKS
+5,981.0%
-5,271.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.3% |
| 7D | +3.9% | -0.4% | +4.3% | +3.9% |
| 30D | +12.7% | -36.6% | +49.3% | +16.8% |
| 3M | +28.7% | -37.6% | +66.3% | +33.5% |
| 6M | +9.8% | -32.1% | +41.8% | +12.9% |
| YTD | +28.1% | -32.3% | +60.4% | +31.8% |
| 1Y | +69.3% | -39.5% | +108.8% | +75.8% |
| 3Y | +247.7% | +27.7% | +220.0% | +231.3% |
| 5Y | +153.4% | +15.0% | +138.4% | +138.3% |
| 10Y | +291.3% | +192.6% | +98.7% | +216.1% |
| All | +709.8% | +5,981.0% | -5,271.1% | +384.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling