+4,427.1%
TSCO vs DKS
+6,026.4%
-1,599.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | -2.5% | -2.9% | +0.4% | -1.7% |
| 30D | -1.1% | -37.7% | +36.6% | +11.6% |
| 3M | +14.3% | -38.9% | +53.2% | +29.4% |
| 6M | -31.9% | -31.1% | -0.8% | -26.2% |
| YTD | -30.7% | -31.8% | +1.1% | -24.8% |
| 1Y | -41.1% | -38.0% | -3.0% | -34.6% |
| 3Y | -17.1% | +28.6% | -45.8% | -30.8% |
| 5Y | -7.5% | +12.5% | -20.1% | -23.5% |
| 10Y | +192.6% | +198.3% | -5.7% | +51.6% |
| All | +4,427.1% | +6,026.4% | -1,599.4% | +911.1% |
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