+2,951.3%
COR vs DKS
+6,842.3%
-3,890.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.4% |
| 7D | +7.6% | +6.3% | +1.3% | +6.8% |
| 30D | +6.8% | +9.3% | -2.5% | +5.5% |
| 3M | +16.0% | -25.3% | +41.3% | +19.2% |
| 6M | +41.0% | -29.2% | +70.2% | +45.5% |
| YTD | +6.9% | -22.7% | +29.7% | +8.5% |
| 1Y | -1.0% | -30.1% | +29.1% | +1.6% |
| 3Y | +84.6% | +45.6% | +39.0% | +65.0% |
| 5Y | +203.3% | +28.5% | +174.8% | +166.9% |
| 10Y | +509.1% | +235.2% | +273.9% | +321.2% |
| All | +2,951.3% | +6,842.3% | -3,890.9% | +1,556.0% |
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