+203.6%
TGT vs DKS
+203.5%
+0.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.3% |
| 7D | -5.2% | -3.0% | -2.3% | -4.5% |
| 30D | +1.2% | -33.4% | +34.6% | +11.3% |
| 3M | +18.4% | -39.4% | +57.8% | +33.5% |
| 6M | +33.4% | -30.1% | +63.5% | +43.8% |
| YTD | +63.8% | -31.0% | +94.8% | +76.8% |
| 1Y | +77.2% | -40.2% | +117.3% | +98.5% |
| 3Y | +41.8% | +30.9% | +10.8% | +25.2% |
| 5Y | -25.5% | +14.0% | -39.6% | -34.8% |
| All | +203.6% | +203.5% | +0.1% | +106.4% |
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