+420.3%
NVT vs DKS
+13.6%
+406.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.3% |
| 7D | +4.1% | -3.0% | +7.0% | +4.8% |
| 30D | -5.1% | -33.4% | +28.2% | +4.3% |
| 3M | -1.2% | -39.4% | +38.2% | +11.1% |
| 6M | +46.6% | -30.1% | +76.7% | +56.8% |
| YTD | +60.0% | -31.0% | +91.0% | +71.6% |
| 1Y | +70.8% | -40.2% | +111.0% | +90.8% |
| 3Y | +187.5% | +30.9% | +156.6% | +151.0% |
| All | +420.3% | +13.6% | +406.7% | +348.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling