+21.3%
NOK vs DKS
-29.5%
+50.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -1.6% |
| 7D | -10.4% | +8.4% | -18.8% | -9.4% |
| 30D | -19.0% | +7.7% | -26.7% | -18.2% |
| 3M | -16.7% | -25.8% | +9.0% | -17.5% |
| 6M | -37.1% | -31.0% | -6.1% | -37.7% |
| YTD | +27.7% | -23.8% | +51.5% | +23.3% |
| 1Y | +21.3% | -29.8% | +51.1% | +17.6% |
| All | +21.3% | -29.5% | +50.8% | +17.6% |
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