+4,899.8%
NVO vs DKS
+6,016.3%
-1,116.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -7.4% | -4.7% | -2.6% | -6.8% |
| 30D | -5.5% | -35.1% | +29.6% | -1.2% |
| 3M | +4.1% | -37.7% | +41.8% | +9.4% |
| 6M | +19.3% | -30.7% | +50.1% | +23.4% |
| YTD | -9.2% | -31.9% | +22.7% | -6.0% |
| 1Y | -15.0% | -40.0% | +25.0% | -10.7% |
| 3Y | -50.9% | +28.4% | -79.3% | -54.0% |
| 5Y | -0.9% | +12.4% | -13.3% | -8.2% |
| 10Y | +152.4% | +197.8% | -45.4% | +90.8% |
| All | +4,899.8% | +6,016.3% | -1,116.5% | +2,631.4% |
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