-1.1%
CHTR vs DKS
-37.9%
+36.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.7% | -8.9% | -8.1% |
| 7D | -15.8% | -2.9% | -12.9% | -15.8% |
| 30D | -12.7% | -37.7% | +25.1% | -15.4% |
| 3M | -1.1% | -38.9% | +37.8% | -4.5% |
| All | -1.1% | -37.9% | +36.8% | -4.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling