+395.2%
COR vs DKS
+206.3%
+188.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | 0.0% |
| 7D | -2.8% | -2.0% | -0.8% | -2.6% |
| 30D | +2.6% | -32.7% | +35.3% | +5.9% |
| 3M | +14.5% | -38.8% | +53.3% | +19.2% |
| 6M | -7.8% | -29.4% | +21.6% | -5.7% |
| YTD | -4.2% | -30.3% | +26.1% | -2.1% |
| 1Y | +7.0% | -39.6% | +46.6% | +10.9% |
| 3Y | +85.5% | +32.2% | +53.3% | +68.5% |
| 5Y | +181.2% | +15.1% | +166.1% | +152.0% |
| All | +395.2% | +206.3% | +188.8% | +244.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling