+203.8%
DHR vs DKS
+203.5%
+0.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -3.6% | -3.0% | -0.7% | -3.2% |
| 30D | -2.7% | -33.4% | +30.6% | +2.1% |
| 3M | +10.9% | -39.4% | +50.3% | +18.1% |
| 6M | +3.0% | -30.1% | +33.1% | +7.1% |
| YTD | -12.2% | -31.0% | +18.8% | -8.7% |
| 1Y | +3.3% | -40.2% | +43.5% | +9.5% |
| 3Y | -8.2% | +30.9% | -39.2% | -14.0% |
| 5Y | -29.9% | +14.0% | -43.9% | -35.0% |
| All | +203.8% | +203.5% | +0.3% | +128.5% |
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 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