+804.1%
TGT vs DKS
+5,981.0%
-5,176.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | +0.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.6% |
| 30D | +9.5% | -36.6% | +46.1% | +23.3% |
| 3M | +32.3% | -37.6% | +69.9% | +49.4% |
| 6M | +37.0% | -32.1% | +69.1% | +49.9% |
| YTD | +71.0% | -32.3% | +103.4% | +87.0% |
| 1Y | +85.0% | -39.5% | +124.5% | +108.5% |
| 3Y | +46.8% | +27.7% | +19.2% | +28.0% |
| 5Y | -22.7% | +15.0% | -37.8% | -33.1% |
| 10Y | +216.3% | +192.6% | +23.7% | +82.5% |
| All | +804.1% | +5,981.0% | -5,176.9% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling