+241.9%
CORZ vs DKS
-0.8%
+242.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | -11.2% | -2.1% | -9.1% | -11.0% |
| 30D | -26.2% | +7.3% | -33.6% | -28.2% |
| 3M | -44.1% | -28.4% | -15.7% | -40.2% |
| 6M | -52.3% | -36.9% | -15.4% | -46.9% |
| YTD | -19.2% | -27.3% | +8.1% | -15.7% |
| 1Y | -42.9% | -33.2% | -9.7% | -38.4% |
| All | +241.9% | -0.8% | +242.6% | +174.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling