+174.9%
NVS vs DKS
+206.3%
-31.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | -14.3% | -2.0% | -12.2% | -14.1% |
| 30D | -10.0% | -32.7% | +22.8% | -7.8% |
| 3M | -10.9% | -38.8% | +27.9% | -8.2% |
| 6M | -12.0% | -29.4% | +17.5% | -10.3% |
| YTD | +2.5% | -30.3% | +32.8% | +4.5% |
| 1Y | +10.7% | -39.6% | +50.3% | +13.8% |
| 3Y | +53.3% | +32.2% | +21.1% | +46.1% |
| 5Y | +93.6% | +15.1% | +78.5% | +82.9% |
| All | +174.9% | +206.3% | -31.5% | +123.9% |
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 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