+318.0%
CORZ vs DKS
+2.7%
+315.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.7% |
| 7D | +26.4% | +3.3% | +23.1% | +25.4% |
| 30D | -6.8% | +5.9% | -12.7% | -8.7% |
| 3M | -31.1% | -27.4% | -3.7% | -26.1% |
| 6M | -36.9% | -32.6% | -4.3% | -31.4% |
| YTD | -1.2% | -24.8% | +23.6% | +2.3% |
| 1Y | -12.5% | -32.8% | +20.3% | -5.3% |
| All | +318.0% | +2.7% | +315.4% | +232.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling