-10.4%
TSCO vs DKS
+13.6%
-24.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.9% |
| 7D | -5.7% | -3.0% | -2.7% | -5.0% |
| 30D | -8.8% | -33.4% | +24.6% | -0.7% |
| 3M | +6.3% | -39.4% | +45.7% | +18.4% |
| 6M | -32.3% | -30.1% | -2.2% | -27.9% |
| YTD | -32.7% | -31.0% | -1.7% | -28.3% |
| 1Y | -43.7% | -40.2% | -3.5% | -37.9% |
| 3Y | -19.7% | +30.9% | -50.6% | -34.6% |
| All | -10.4% | +13.6% | -24.1% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling