+70.9%
NVT vs DKS
-32.3%
+103.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +5.1% | +3.0% | +2.1% | +4.6% |
| 30D | -3.7% | -30.5% | +26.8% | +1.0% |
| 3M | -10.1% | -35.7% | +25.5% | -4.5% |
| 6M | +37.5% | -29.7% | +67.1% | +40.6% |
| YTD | +53.7% | -28.9% | +82.6% | +57.0% |
| 1Y | +70.9% | -35.9% | +106.7% | +80.0% |
| All | +70.9% | -32.3% | +103.2% | +80.0% |
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