-19.7%
TSCO vs DKS
+29.1%
-48.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.7% | -3.0% | -2.7% | -5.2% |
| 30D | -8.8% | -33.4% | +24.6% | -2.8% |
| 3M | +6.3% | -39.4% | +45.7% | +15.3% |
| 6M | -32.3% | -30.1% | -2.2% | -29.1% |
| YTD | -32.7% | -31.0% | -1.7% | -29.5% |
| 1Y | -43.7% | -40.2% | -3.5% | -39.3% |
| 3Y | -19.7% | +30.9% | -50.6% | -38.7% |
| All | -19.7% | +29.1% | -48.8% | -38.7% |
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 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