+2,712.7%
COR vs DKS
+6,292.4%
-3,579.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +2.8% | +3.0% | -0.2% | +2.4% |
| 30D | +4.5% | -30.5% | +35.1% | +8.5% |
| 3M | +22.7% | -35.7% | +58.4% | +28.4% |
| 6M | -9.7% | -29.7% | +20.0% | -7.0% |
| YTD | -1.4% | -28.9% | +27.4% | +1.3% |
| 1Y | +13.9% | -35.9% | +49.8% | +18.3% |
| 3Y | +94.0% | +28.2% | +65.8% | +76.4% |
| 5Y | +184.0% | +11.8% | +172.2% | +154.7% |
| 10Y | +406.8% | +211.6% | +195.2% | +254.0% |
| All | +2,712.7% | +6,292.4% | -3,579.7% | +1,445.1% |
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