-29.8%
DKS vs BNS
+52.0%
-81.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.0% | +4.8% | +8.0% |
| 7D | +8.4% | +2.0% | +6.4% | +8.6% |
| 30D | +7.7% | +7.8% | -0.1% | +8.8% |
| 3M | -25.8% | +11.7% | -37.4% | -23.2% |
| 6M | -31.0% | +28.2% | -59.3% | -33.4% |
| YTD | -23.8% | +34.8% | -58.6% | -28.7% |
| 1Y | -29.8% | +51.1% | -80.9% | -37.3% |
| All | -29.8% | +52.0% | -81.8% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling