-41.6%
CHWY vs DKS
+404.3%
-445.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.7% |
| 7D | -13.6% | -2.0% | -11.6% | -13.1% |
| 30D | -8.5% | -32.7% | +24.2% | +0.6% |
| 3M | +8.9% | -38.8% | +47.7% | +23.0% |
| 6M | -20.5% | -29.4% | +9.0% | -14.7% |
| YTD | -38.2% | -30.3% | -7.8% | -33.6% |
| 1Y | -43.3% | -39.6% | -3.7% | -36.7% |
| 3Y | -8.5% | +32.2% | -40.7% | -24.9% |
| 5Y | -72.7% | +15.1% | -87.8% | -78.1% |
| All | -41.6% | +404.3% | -445.9% | -65.6% |
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