+87.4%
COR vs DKS
+28.7%
+58.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -2.1% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | +1.5% | -36.6% | +38.1% | 0.0% |
| 3M | +18.7% | -37.6% | +56.3% | +16.9% |
| 6M | -9.0% | -32.1% | +23.0% | -10.0% |
| YTD | -3.3% | -32.3% | +29.0% | -4.4% |
| 1Y | +9.8% | -39.5% | +49.3% | +8.4% |
| 3Y | +87.4% | +27.7% | +59.7% | +93.1% |
| All | +87.4% | +28.7% | +58.7% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling