+97.2%
NI vs DKS
+13.6%
+83.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | 0.0% | -3.0% | +3.0% | +0.2% |
| 30D | -1.4% | -33.4% | +32.0% | +0.6% |
| 3M | -10.6% | -39.4% | +28.8% | -8.3% |
| 6M | -9.3% | -30.1% | +20.8% | -7.9% |
| YTD | +1.1% | -31.0% | +32.1% | +2.7% |
| 1Y | +3.4% | -40.2% | +43.5% | +5.8% |
| 3Y | +67.9% | +30.9% | +36.9% | +60.0% |
| All | +97.2% | +13.6% | +83.5% | +84.0% |
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 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