-9.1%
NVTS vs DKS
+24.2%
-33.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.6% |
| 7D | -1.4% | -3.0% | +1.5% | -0.1% |
| 30D | -16.5% | -33.4% | +16.9% | -2.0% |
| 3M | -47.6% | -39.4% | -8.3% | -36.3% |
| 6M | +7.3% | -30.1% | +37.4% | +22.1% |
| YTD | +62.9% | -31.0% | +93.8% | +87.5% |
| 1Y | +91.3% | -40.2% | +131.5% | +135.5% |
| 3Y | +43.4% | +30.9% | +12.5% | +10.0% |
| All | -9.1% | +24.2% | -33.3% | -38.6% |
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