+32.6%
NET vs DKS
+27.0%
+5.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -5.9% |
| 7D | -16.4% | +8.4% | -24.8% | -19.6% |
| 30D | -25.8% | +7.7% | -33.5% | -28.8% |
| 3M | -11.5% | -25.8% | +14.2% | -3.0% |
| 6M | +18.9% | -31.0% | +49.9% | +32.5% |
| YTD | +35.2% | -23.8% | +59.0% | +40.2% |
| 1Y | +14.5% | -29.8% | +44.3% | +23.3% |
| 3Y | +313.8% | +37.7% | +276.1% | +155.5% |
| 5Y | +32.6% | +28.3% | +4.2% | -32.8% |
| All | +32.6% | +27.0% | +5.6% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling