+12.6%
DKS vs CHD
+21.3%
-8.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -2.9% | -4.2% | +1.3% | -2.1% |
| 30D | -37.7% | -7.6% | -30.1% | -36.7% |
| 3M | -38.9% | -1.6% | -37.3% | -38.7% |
| 6M | -31.1% | -6.3% | -24.8% | -30.3% |
| YTD | -31.8% | +14.6% | -46.4% | -33.8% |
| 1Y | -38.0% | +1.6% | -39.6% | -38.5% |
| 3Y | +28.6% | +3.1% | +25.5% | +24.7% |
| All | +12.6% | +21.3% | -8.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling