+394.9%
TTWO vs DKS
+206.3%
+188.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | +0.4% | -2.0% | +2.4% | +0.5% |
| 30D | -11.3% | -32.7% | +21.4% | -8.4% |
| 3M | +1.6% | -38.8% | +40.4% | +5.9% |
| 6M | +2.1% | -29.4% | +31.5% | +4.6% |
| YTD | -15.8% | -30.3% | +14.5% | -13.8% |
| 1Y | -12.6% | -39.6% | +27.0% | -9.3% |
| 3Y | +48.2% | +32.2% | +16.0% | +39.7% |
| 5Y | +40.0% | +15.1% | +24.9% | +30.5% |
| All | +394.9% | +206.3% | +188.5% | +332.1% |
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 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