+813.4%
CTAS vs DKS
+226.4%
+587.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.1% |
| 7D | +1.7% | +6.3% | -4.6% | +0.5% |
| 30D | +8.4% | +9.3% | -0.9% | +6.4% |
| 3M | +13.0% | -25.3% | +38.3% | +17.9% |
| 6M | +39.1% | -29.2% | +68.3% | +46.2% |
| YTD | +21.2% | -22.7% | +43.9% | +24.5% |
| 1Y | +21.6% | -30.1% | +51.7% | +27.4% |
| 3Y | +73.2% | +45.6% | +27.6% | +48.0% |
| 5Y | +115.7% | +28.5% | +87.2% | +80.5% |
| All | +813.4% | +226.4% | +587.0% | +389.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling