+138.6%
NOK vs DKS
+203.5%
-64.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.6% |
| 7D | +11.0% | -3.0% | +13.9% | +11.4% |
| 30D | +7.8% | -33.4% | +41.2% | +13.5% |
| 3M | -21.0% | -39.4% | +18.4% | -15.8% |
| 6M | +40.9% | -30.1% | +71.0% | +45.9% |
| YTD | +72.0% | -31.0% | +103.0% | +78.1% |
| 1Y | +140.9% | -40.2% | +181.1% | +155.1% |
| 3Y | +194.3% | +30.9% | +163.3% | +160.3% |
| 5Y | +112.5% | +14.0% | +98.5% | +85.2% |
| All | +138.6% | +203.5% | -64.9% | +61.5% |
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