+115.1%
NOK vs DKS
+13.6%
+101.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.6% |
| 7D | +11.0% | -3.0% | +13.9% | +11.3% |
| 30D | +7.8% | -33.4% | +41.2% | +12.5% |
| 3M | -21.0% | -39.4% | +18.4% | -16.7% |
| 6M | +40.9% | -30.1% | +71.0% | +44.6% |
| YTD | +72.0% | -31.0% | +103.0% | +76.6% |
| 1Y | +140.9% | -40.2% | +181.1% | +152.7% |
| 3Y | +194.3% | +30.9% | +163.3% | +154.8% |
| All | +115.1% | +13.6% | +101.5% | +73.1% |
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