-31.1%
DKS vs BNS
+33.0%
-64.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.4% |
| 7D | -2.9% | -1.3% | -1.6% | -3.4% |
| 30D | -37.7% | +4.0% | -41.7% | -34.2% |
| 3M | -38.9% | +13.8% | -52.7% | -39.8% |
| 6M | -31.1% | +32.7% | -63.8% | -38.3% |
| All | -31.1% | +33.0% | -64.1% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling