+223.1%
BMNR vs DKS
-21.3%
+244.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +4.1% |
| 7D | +0.2% | -3.0% | +3.2% | -1.2% |
| 30D | +39.9% | -33.4% | +73.3% | +12.2% |
| 3M | +51.5% | -39.4% | +90.9% | +12.3% |
| 6M | +18.9% | -30.1% | +49.0% | +4.4% |
| YTD | -7.8% | -31.0% | +23.2% | -20.9% |
| 1Y | -47.6% | -40.2% | -7.4% | -80.3% |
| All | +223.1% | -21.3% | +244.4% | +271.7% |
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