-10.8%
NVTS vs DKS
-29.5%
+18.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.7% | +1.3% | +6.7% |
| 7D | -0.3% | +8.4% | -8.8% | -2.8% |
| 30D | -24.4% | +7.7% | -32.1% | -26.5% |
| 3M | -26.5% | -25.8% | -0.7% | -18.4% |
| 6M | -41.4% | -31.0% | -10.4% | -32.2% |
| YTD | +30.7% | -23.8% | +54.5% | +42.0% |
| 1Y | -10.8% | -29.8% | +19.0% | -1.8% |
| All | -10.8% | -29.5% | +18.7% | -1.8% |
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