+78.9%
NSC vs DKS
+33.7%
+45.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.5% | +3.0% | -8.5% | -5.9% |
| 30D | -3.2% | -30.5% | +27.3% | +1.3% |
| 3M | +7.7% | -35.7% | +43.4% | +14.1% |
| 6M | +4.5% | -29.7% | +34.2% | +8.3% |
| YTD | +15.6% | -28.9% | +44.4% | +19.3% |
| 1Y | +19.8% | -35.9% | +55.7% | +25.8% |
| All | +78.9% | +33.7% | +45.2% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling