+140.2%
NI vs DKS
+203.5%
-63.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | 0.0% | -3.0% | +3.0% | +0.3% |
| 30D | -1.4% | -33.4% | +32.0% | +1.8% |
| 3M | -10.6% | -39.4% | +28.8% | -6.9% |
| 6M | -9.3% | -30.1% | +20.8% | -7.1% |
| YTD | +1.1% | -31.0% | +32.1% | +3.7% |
| 1Y | +3.4% | -40.2% | +43.5% | +7.2% |
| 3Y | +67.9% | +30.9% | +36.9% | +57.1% |
| 5Y | +98.0% | +14.0% | +83.9% | +83.5% |
| All | +140.2% | +203.5% | -63.3% | +74.9% |
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