+111.1%
ROST vs DKS
+12.8%
+98.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.5% | -4.7% | +2.3% | -1.2% |
| 30D | -10.3% | -35.1% | +24.8% | -0.5% |
| 3M | -2.6% | -37.7% | +35.1% | +9.1% |
| 6M | +6.5% | -30.7% | +37.3% | +15.2% |
| YTD | +25.9% | -31.9% | +57.9% | +36.4% |
| 1Y | +52.3% | -40.0% | +92.3% | +70.8% |
| 3Y | +94.6% | +28.4% | +66.1% | +60.3% |
| 5Y | +111.1% | +12.4% | +98.7% | +63.8% |
| All | +111.1% | +12.8% | +98.3% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling