+112.0%
ROST vs DKS
+26.5%
+85.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -3.1% |
| 7D | +0.3% | +6.3% | -6.1% | -1.5% |
| 30D | +0.5% | +9.3% | -8.8% | -2.1% |
| 3M | -5.2% | -25.3% | +20.0% | +0.7% |
| 6M | +9.8% | -29.2% | +39.0% | +18.2% |
| YTD | +29.4% | -22.7% | +52.1% | +34.8% |
| 1Y | +44.4% | -30.1% | +74.5% | +54.8% |
| 3Y | +95.0% | +45.6% | +49.4% | +54.9% |
| All | +112.0% | +26.5% | +85.5% | +50.1% |
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