+425.9%
CORZ vs DKS
-6.9%
+432.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.2% | -3.6% |
| 7D | +7.6% | -2.9% | +10.5% | +8.4% |
| 30D | -6.9% | -37.7% | +30.8% | +5.2% |
| 3M | -33.0% | -38.9% | +5.9% | -24.4% |
| 6M | +19.3% | -31.1% | +50.4% | +27.3% |
| YTD | +24.2% | -31.8% | +56.1% | +33.0% |
| 1Y | +24.5% | -38.0% | +62.5% | +37.5% |
| All | +425.9% | -6.9% | +432.8% | +332.1% |
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 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