+98.0%
BN vs DKS
+40.7%
+57.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.3% |
| 7D | -0.3% | +3.3% | -3.5% | -1.1% |
| 30D | +13.6% | +5.9% | +7.7% | +11.8% |
| 3M | -6.7% | -27.4% | +20.8% | -0.1% |
| 6M | -9.0% | -32.6% | +23.6% | -1.0% |
| YTD | -8.8% | -24.8% | +16.0% | -4.6% |
| 1Y | -10.6% | -32.8% | +22.2% | -3.2% |
| All | +98.0% | +40.7% | +57.2% | +53.4% |
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