+68.8%
BN vs DKS
+27.5%
+41.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -2.1% |
| 7D | -3.0% | -2.9% | -0.1% | -2.2% |
| 30D | -13.0% | -37.7% | +24.7% | -2.3% |
| 3M | -15.2% | -38.9% | +23.7% | -4.5% |
| 6M | -5.9% | -31.1% | +25.2% | +1.3% |
| YTD | -15.8% | -31.8% | +16.0% | -9.2% |
| 1Y | -12.2% | -38.0% | +25.9% | -2.7% |
| All | +68.8% | +27.5% | +41.3% | +23.3% |
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