+52.3%
ROST vs DKS
-32.3%
+84.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.9% | +3.0% | -2.1% | +0.4% |
| 30D | -8.9% | -30.5% | +21.6% | -2.9% |
| 3M | -0.8% | -35.7% | +34.9% | +7.7% |
| 6M | +8.5% | -29.7% | +38.2% | +15.2% |
| YTD | +28.6% | -28.9% | +57.4% | +35.6% |
| 1Y | +52.3% | -35.9% | +88.2% | +63.7% |
| All | +52.3% | -32.3% | +84.6% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling