+24.5%
CORZ vs DKS
-40.1%
+64.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.2% | -3.5% |
| 7D | +7.6% | -2.9% | +10.5% | +7.8% |
| 30D | -6.9% | -37.7% | +30.8% | -2.1% |
| 3M | -33.0% | -38.9% | +5.9% | -29.6% |
| 6M | +19.3% | -31.1% | +50.4% | +19.3% |
| YTD | +24.2% | -31.8% | +56.1% | +25.1% |
| 1Y | +24.5% | -38.0% | +62.5% | +27.1% |
| All | +24.5% | -40.1% | +64.6% | +27.1% |
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 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