+6.7%
NI vs DKS
-32.3%
+39.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +2.0% | +3.0% | -1.0% | +1.9% |
| 30D | -3.5% | -30.5% | +27.0% | -2.4% |
| 3M | -9.1% | -35.7% | +26.6% | -7.4% |
| 6M | -11.8% | -29.7% | +17.8% | -10.5% |
| YTD | +1.1% | -28.9% | +29.9% | +2.6% |
| 1Y | +6.7% | -35.9% | +42.6% | +9.6% |
| All | +6.7% | -32.3% | +39.0% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling