+1,053.8%
TTWO vs DKS
+6,026.4%
-4,972.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | -2.3% | -2.9% | +0.6% | -1.8% |
| 30D | -16.7% | -37.7% | +21.0% | -9.8% |
| 3M | -0.4% | -38.9% | +38.5% | +8.2% |
| 6M | -1.6% | -31.1% | +29.5% | +3.8% |
| YTD | -17.5% | -31.8% | +14.3% | -13.1% |
| 1Y | -14.8% | -38.0% | +23.2% | -8.9% |
| 3Y | +47.9% | +28.6% | +19.3% | +30.7% |
| 5Y | +34.5% | +12.5% | +21.9% | +17.2% |
| 10Y | +394.0% | +198.3% | +195.7% | +205.3% |
| All | +1,053.8% | +6,026.4% | -4,972.6% | +235.7% |
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