+136.0%
NVO vs DKS
+206.3%
-70.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.3% |
| 7D | -7.6% | -2.0% | -5.5% | -7.4% |
| 30D | -6.0% | -32.7% | +26.8% | -3.4% |
| 3M | -0.8% | -38.8% | +38.0% | +2.7% |
| 6M | +16.5% | -29.4% | +45.9% | +19.0% |
| YTD | -11.1% | -30.3% | +19.2% | -9.2% |
| 1Y | -16.7% | -39.6% | +22.9% | -14.0% |
| 3Y | -52.9% | +32.2% | -85.1% | -54.6% |
| 5Y | -3.0% | +15.1% | -18.1% | -7.1% |
| All | +136.0% | +206.3% | -70.3% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling