+20.3%
NSC vs DKS
-40.1%
+60.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.4% |
| 7D | -2.0% | -2.9% | +0.8% | -1.9% |
| 30D | -3.2% | -37.7% | +34.5% | -0.7% |
| 3M | +3.9% | -38.9% | +42.9% | +6.8% |
| 6M | +7.8% | -31.1% | +38.9% | +8.4% |
| YTD | +13.4% | -31.8% | +45.2% | +14.7% |
| 1Y | +20.3% | -38.0% | +58.4% | +22.9% |
| All | +20.3% | -40.1% | +60.4% | +22.9% |
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