+196.8%
DKS vs CHD
+126.1%
+70.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -3.0% | -4.5% | +1.5% | -2.0% |
| 30D | -33.4% | -6.7% | -26.7% | -32.4% |
| 3M | -39.4% | -2.7% | -36.6% | -39.0% |
| 6M | -30.1% | -4.9% | -25.2% | -29.5% |
| YTD | -31.0% | +13.3% | -44.3% | -32.9% |
| 1Y | -40.2% | +1.0% | -41.2% | -40.5% |
| 3Y | +30.9% | +1.3% | +29.6% | +28.4% |
| 5Y | +14.0% | +20.8% | -6.8% | +6.2% |
| All | +196.8% | +126.1% | +70.7% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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