-6.3%
NVTS vs DKS
+21.7%
-28.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +4.1% |
| 7D | +9.7% | -0.4% | +10.1% | +9.7% |
| 30D | -13.6% | -36.6% | +23.0% | +3.8% |
| 3M | -51.0% | -37.6% | -13.4% | -41.4% |
| 6M | +46.3% | -32.1% | +78.4% | +69.0% |
| YTD | +68.1% | -32.3% | +100.4% | +95.3% |
| 1Y | +113.9% | -39.5% | +153.4% | +161.4% |
| 3Y | +45.3% | +27.7% | +17.6% | +12.9% |
| All | -6.3% | +21.7% | -28.0% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling