+3.5%
COR vs DKS
-29.5%
+33.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +4.2% |
| 7D | +9.1% | +8.4% | +0.7% | +9.5% |
| 30D | +12.4% | +7.7% | +4.7% | +12.7% |
| 3M | +15.8% | -25.8% | +41.6% | +13.3% |
| 6M | +17.1% | -31.0% | +48.1% | +14.5% |
| YTD | +5.4% | -23.8% | +29.2% | +4.8% |
| 1Y | +3.5% | -29.8% | +33.4% | +2.1% |
| All | +3.5% | -29.5% | +33.0% | +2.1% |
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