+33.2%
BN vs DKS
+15.5%
+17.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | -15.2% | -38.9% | +23.7% | -5.1% |
| 6M | -5.9% | -31.1% | +25.2% | +1.2% |
| YTD | -15.8% | -31.8% | +16.0% | -9.3% |
| 1Y | -12.2% | -38.0% | +25.9% | -3.1% |
| 3Y | +72.2% | +28.6% | +43.6% | +50.4% |
| 5Y | +33.2% | +12.5% | +20.7% | +11.4% |
| All | +33.2% | +15.5% | +17.7% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling