-99.1%
NVD vs DKS
+24.3%
-123.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.9% |
| 7D | +10.8% | -3.0% | +13.8% | +9.4% |
| 30D | +0.8% | -33.4% | +34.1% | -16.7% |
| 3M | -20.8% | -39.4% | +18.5% | -38.3% |
| 6M | -41.2% | -30.1% | -11.1% | -48.8% |
| YTD | -44.2% | -31.0% | -13.2% | -51.4% |
| 1Y | -54.2% | -40.2% | -14.0% | -63.4% |
| 3Y | -99.1% | +30.9% | -130.1% | -98.9% |
| All | -99.1% | +24.3% | -123.4% | -98.9% |
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 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