+40.6%
NVDL vs DKS
-32.3%
+72.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | +11.7% | +3.0% | +8.7% | +11.4% |
| 30D | +7.8% | -30.5% | +38.4% | +12.2% |
| 3M | +3.3% | -35.7% | +39.0% | +8.7% |
| 6M | +38.9% | -29.7% | +68.6% | +39.4% |
| YTD | +28.5% | -28.9% | +57.3% | +29.7% |
| 1Y | +40.6% | -35.9% | +76.5% | +45.7% |
| All | +40.6% | -32.3% | +72.9% | +45.7% |
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 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