+29.1%
DKS vs CHD
+0.5%
+28.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -4.7% | -4.7% | 0.0% | -4.3% |
| 30D | -35.1% | -8.3% | -26.7% | -34.5% |
| 3M | -37.7% | -4.0% | -33.7% | -37.4% |
| 6M | -30.7% | -6.5% | -24.2% | -30.3% |
| YTD | -31.9% | +13.1% | -45.0% | -32.5% |
| 1Y | -40.0% | +2.3% | -42.3% | -40.3% |
| All | +29.1% | +0.5% | +28.6% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling