+2,957.1%
COR vs DKS
+6,842.3%
-3,885.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.6% |
| 7D | +7.8% | +6.3% | +1.5% | +7.0% |
| 30D | +7.0% | +9.3% | -2.3% | +5.7% |
| 3M | +16.3% | -25.3% | +41.5% | +19.4% |
| 6M | +41.3% | -29.2% | +70.5% | +45.7% |
| YTD | +7.1% | -22.7% | +29.9% | +8.7% |
| 1Y | -0.8% | -30.1% | +29.3% | +1.8% |
| 3Y | +85.0% | +45.6% | +39.4% | +65.3% |
| 5Y | +203.9% | +28.5% | +175.4% | +167.4% |
| 10Y | +510.3% | +235.2% | +275.0% | +322.0% |
| All | +2,957.1% | +6,842.3% | -3,885.2% | +1,559.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling