-45.9%
CHTR vs DKS
+206.3%
-252.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.4% |
| 7D | -4.1% | -2.0% | -2.1% | -3.8% |
| 30D | -3.0% | -32.7% | +29.8% | +1.7% |
| 3M | +4.8% | -38.8% | +43.6% | +11.1% |
| 6M | -35.0% | -29.4% | -5.6% | -32.9% |
| YTD | -30.2% | -30.3% | +0.1% | -27.9% |
| 1Y | -44.8% | -39.6% | -5.2% | -41.8% |
| 3Y | -66.6% | +32.2% | -98.7% | -69.6% |
| 5Y | -81.5% | +15.1% | -96.6% | -83.4% |
| All | -45.9% | +206.3% | -252.2% | -60.8% |
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