-17.2%
TTWO vs DKS
-29.5%
+12.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.7% | -0.6% | +6.7% |
| 7D | +7.0% | +8.4% | -1.5% | +6.5% |
| 30D | +2.7% | +7.7% | -5.0% | +2.2% |
| 3M | -13.0% | -25.8% | +12.7% | -12.6% |
| 6M | -7.2% | -31.0% | +23.8% | -6.8% |
| YTD | -18.4% | -23.8% | +5.4% | -17.8% |
| 1Y | -17.2% | -29.8% | +12.6% | -16.7% |
| All | -17.2% | -29.5% | +12.2% | -16.7% |
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