+2,493.5%
NSC vs DKS
+6,292.4%
-3,798.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.5% | +3.0% | -8.5% | -6.2% |
| 30D | -3.2% | -30.5% | +27.3% | +3.9% |
| 3M | +7.7% | -35.7% | +43.4% | +17.6% |
| 6M | +4.5% | -29.7% | +34.2% | +10.9% |
| YTD | +15.6% | -28.9% | +44.4% | +22.0% |
| 1Y | +19.8% | -35.9% | +55.7% | +29.2% |
| 3Y | +70.1% | +28.2% | +41.9% | +47.3% |
| 5Y | +46.1% | +11.8% | +34.3% | +23.5% |
| 10Y | +328.1% | +211.6% | +116.5% | +138.5% |
| All | +2,493.5% | +6,292.4% | -3,798.9% | +767.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling