-27.3%
NRG vs DKS
-38.6%
+11.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.4% |
| 7D | -4.7% | -2.0% | -2.6% | -4.5% |
| 30D | -6.0% | -32.7% | +26.8% | -1.0% |
| 3M | -8.0% | -38.8% | +30.8% | -1.1% |
| 6M | -23.2% | -29.4% | +6.3% | -20.6% |
| YTD | -28.1% | -30.3% | +2.3% | -25.4% |
| 1Y | -27.3% | -39.6% | +12.3% | -23.7% |
| All | -27.3% | -38.6% | +11.3% | -23.7% |
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