+67.9%
NI vs DKS
+27.3%
+40.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.6% | -4.7% | +4.2% | -0.3% |
| 30D | -1.4% | -35.1% | +33.7% | +0.5% |
| 3M | -10.6% | -37.7% | +27.1% | -8.6% |
| 6M | -9.9% | -30.7% | +20.8% | -8.5% |
| YTD | +1.2% | -31.9% | +33.1% | +2.7% |
| 1Y | +4.4% | -40.0% | +44.4% | +6.8% |
| All | +67.9% | +27.3% | +40.6% | +37.0% |
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