+37.5%
NVTS vs DKS
+27.3%
+10.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +0.5% | -4.7% | +5.2% | +2.4% |
| 30D | -18.0% | -35.1% | +17.0% | -3.6% |
| 3M | -45.6% | -37.7% | -7.9% | -35.6% |
| 6M | +28.5% | -30.7% | +59.2% | +45.5% |
| YTD | +56.2% | -31.9% | +88.1% | +79.3% |
| 1Y | +97.7% | -40.0% | +137.7% | +139.5% |
| All | +37.5% | +27.3% | +10.2% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling