+5,170.9%
BN vs DKS
+6,654.9%
-1,484.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 6M | -9.0% | -32.6% | +23.6% | -1.8% |
| YTD | -8.8% | -24.8% | +16.0% | -4.6% |
| 1Y | -10.6% | -32.8% | +22.2% | -3.9% |
| 3Y | +98.8% | +39.1% | +59.7% | +71.6% |
| 5Y | +33.6% | +25.0% | +8.6% | +13.4% |
| 10Y | +298.3% | +226.2% | +72.1% | +133.0% |
| All | +5,170.9% | +6,654.9% | -1,484.0% | +1,628.6% |
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