+48.2%
TTWO vs DKS
+29.1%
+19.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +0.4% | -3.0% | +3.3% | +0.6% |
| 30D | -11.3% | -33.4% | +22.0% | -8.5% |
| 3M | +1.6% | -39.4% | +41.0% | +5.8% |
| 6M | +2.1% | -30.1% | +32.2% | +4.5% |
| YTD | -15.8% | -31.0% | +15.1% | -13.9% |
| 1Y | -12.6% | -40.2% | +27.6% | -9.3% |
| 3Y | +48.2% | +30.9% | +17.3% | +31.9% |
| All | +48.2% | +29.1% | +19.1% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling