+13.9%
COR vs DKS
-32.3%
+46.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.9% |
| 7D | +2.8% | +3.0% | -0.2% | +2.9% |
| 30D | +4.5% | -30.5% | +35.1% | +2.6% |
| 3M | +22.7% | -35.7% | +58.4% | +19.7% |
| 6M | -9.7% | -29.7% | +20.0% | -10.9% |
| YTD | -1.4% | -28.9% | +27.4% | -2.6% |
| 1Y | +13.9% | -35.9% | +49.8% | +12.5% |
| All | +13.9% | -32.3% | +46.2% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling