-41.6%
CHWY vs DKS
+399.5%
-441.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.5% | -3.5% |
| 7D | -13.6% | -3.0% | -10.6% | -12.9% |
| 30D | -8.5% | -33.4% | +24.8% | +0.9% |
| 3M | +8.9% | -39.4% | +48.3% | +23.4% |
| 6M | -20.5% | -30.1% | +9.6% | -14.4% |
| YTD | -38.2% | -31.0% | -7.2% | -33.4% |
| 1Y | -43.3% | -40.2% | -3.1% | -36.5% |
| 3Y | -8.5% | +30.9% | -39.5% | -24.6% |
| 5Y | -72.7% | +14.0% | -86.8% | -78.0% |
| All | -41.6% | +399.5% | -441.1% | -65.5% |
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 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