+750.3%
NVT vs DKS
+434.0%
+316.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.3% | +3.9% |
| 7D | +4.1% | -2.0% | +6.1% | +4.7% |
| 30D | -5.1% | -32.7% | +27.6% | +5.4% |
| 3M | -1.2% | -38.8% | +37.6% | +12.6% |
| 6M | +46.6% | -29.4% | +76.0% | +58.1% |
| YTD | +60.0% | -30.3% | +90.3% | +73.0% |
| 1Y | +70.8% | -39.6% | +110.4% | +93.1% |
| 3Y | +187.5% | +32.2% | +155.4% | +140.1% |
| 5Y | +426.1% | +15.1% | +411.0% | +331.0% |
| All | +750.3% | +434.0% | +316.2% | +237.7% |
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 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