+180.9%
COR vs DKS
+15.5%
+165.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.4% |
| 7D | -3.9% | -2.9% | -1.0% | -3.8% |
| 30D | -0.3% | -37.7% | +37.4% | +0.6% |
| 3M | +15.9% | -38.9% | +54.8% | +17.0% |
| 6M | -10.3% | -31.1% | +20.8% | -9.8% |
| YTD | -3.7% | -31.8% | +28.1% | -3.2% |
| 1Y | +9.1% | -38.0% | +47.1% | +9.9% |
| 3Y | +86.6% | +28.6% | +57.9% | +75.5% |
| 5Y | +180.9% | +12.5% | +168.4% | +166.1% |
| All | +180.9% | +15.5% | +165.4% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling