+5,086.1%
BN vs DKS
+6,842.3%
-1,756.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.3% |
| 7D | -1.0% | +6.3% | -7.3% | -2.6% |
| 30D | +14.0% | +9.3% | +4.7% | +11.2% |
| 3M | -9.0% | -25.3% | +16.3% | -4.0% |
| 6M | -8.8% | -29.2% | +20.4% | -2.9% |
| YTD | -10.3% | -22.7% | +12.5% | -6.9% |
| 1Y | -5.8% | -30.1% | +24.3% | +0.2% |
| 3Y | +94.8% | +45.6% | +49.1% | +66.1% |
| 5Y | +31.5% | +28.5% | +3.0% | +10.8% |
| 10Y | +291.9% | +235.2% | +56.7% | +127.6% |
| All | +5,086.1% | +6,842.3% | -1,756.2% | +1,588.2% |
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