+193.5%
NRG vs DKS
+14.7%
+178.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.1% |
| 7D | -4.7% | -2.0% | -2.6% | -4.3% |
| 30D | -6.0% | -32.7% | +26.8% | +1.0% |
| 3M | -8.0% | -38.8% | +30.8% | +0.8% |
| 6M | -23.2% | -29.4% | +6.3% | -18.9% |
| YTD | -28.1% | -30.3% | +2.3% | -24.0% |
| 1Y | -27.3% | -39.6% | +12.3% | -20.8% |
| 3Y | +208.7% | +32.2% | +176.5% | +191.9% |
| All | +193.5% | +14.7% | +178.7% | +165.2% |
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