+45.9%
NSC vs DKS
+9.4%
+36.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.2% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | -1.9% | -36.6% | +34.7% | +3.9% |
| 3M | +6.2% | -37.6% | +43.8% | +12.6% |
| 6M | +9.2% | -32.1% | +41.3% | +13.7% |
| YTD | +15.0% | -32.3% | +47.3% | +19.7% |
| 1Y | +21.1% | -39.5% | +60.6% | +28.0% |
| 3Y | +78.6% | +27.7% | +50.9% | +63.4% |
| 5Y | +45.9% | +15.0% | +30.9% | +29.0% |
| All | +45.9% | +9.4% | +36.5% | +29.0% |
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