+335.7%
NSC vs DKS
+197.0%
+138.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.6% |
| 7D | -2.0% | -2.9% | +0.8% | -1.5% |
| 30D | -3.2% | -37.7% | +34.5% | +4.8% |
| 3M | +3.9% | -38.9% | +42.9% | +12.7% |
| 6M | +7.8% | -31.1% | +38.9% | +13.4% |
| YTD | +13.4% | -31.8% | +45.2% | +19.5% |
| 1Y | +20.3% | -38.0% | +58.4% | +28.7% |
| 3Y | +76.1% | +28.6% | +47.5% | +56.1% |
| 5Y | +45.0% | +12.5% | +32.5% | +26.0% |
| 10Y | +335.7% | +198.3% | +137.4% | +152.1% |
| All | +335.7% | +197.0% | +138.7% | +152.1% |
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 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