-41.3%
CORZ vs DKS
-29.5%
-11.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +7.7% | -18.1% | -10.1% |
| 7D | -14.9% | +8.4% | -23.4% | -14.8% |
| 30D | -23.1% | +7.7% | -30.8% | -23.1% |
| 3M | -44.1% | -25.8% | -18.3% | -42.4% |
| 6M | -39.5% | -31.0% | -8.5% | -37.6% |
| YTD | -12.4% | -23.8% | +11.4% | -13.7% |
| 1Y | -41.3% | -29.8% | -11.5% | -42.0% |
| All | -41.3% | -29.5% | -11.8% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling