+181.2%
TSCO vs DKS
+206.3%
-25.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.1% |
| 7D | -5.7% | -2.0% | -3.6% | -5.3% |
| 30D | -8.8% | -32.7% | +24.0% | -1.3% |
| 3M | +6.3% | -38.8% | +45.1% | +17.5% |
| 6M | -32.3% | -29.4% | -2.8% | -28.2% |
| YTD | -32.7% | -30.3% | -2.4% | -28.6% |
| 1Y | -43.7% | -39.6% | -4.1% | -38.3% |
| 3Y | -19.7% | +32.2% | -51.8% | -30.9% |
| 5Y | -11.6% | +15.1% | -26.7% | -24.9% |
| All | +181.2% | +206.3% | -25.1% | +70.6% |
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