+4,993.2%
BN vs DKS
+6,292.4%
-1,299.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -2.5% | +3.0% | -5.5% | -3.2% |
| 30D | -9.5% | -30.5% | +21.0% | -2.4% |
| 3M | -10.4% | -35.7% | +25.3% | -1.6% |
| 6M | -6.4% | -29.7% | +23.3% | +0.1% |
| YTD | -11.9% | -28.9% | +17.0% | -6.2% |
| 1Y | -8.6% | -35.9% | +27.3% | -0.4% |
| 3Y | +77.6% | +28.2% | +49.4% | +57.1% |
| 5Y | +37.0% | +11.8% | +25.2% | +19.7% |
| 10Y | +266.4% | +211.6% | +54.8% | +117.2% |
| All | +4,993.2% | +6,292.4% | -1,299.2% | +1,599.7% |
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