-29.8%
DHR vs DKS
+12.8%
-42.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -5.0% | -4.7% | -0.2% | -4.2% |
| 30D | -3.3% | -35.1% | +31.7% | +3.3% |
| 3M | +9.4% | -37.7% | +47.1% | +17.8% |
| 6M | +3.2% | -30.7% | +33.9% | +8.4% |
| YTD | -12.0% | -31.9% | +19.9% | -7.4% |
| 1Y | +4.9% | -40.0% | +44.9% | +12.9% |
| 3Y | -7.4% | +28.4% | -35.8% | -15.7% |
| 5Y | -29.8% | +12.4% | -42.2% | -38.5% |
| All | -29.8% | +12.8% | -42.6% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling