-44.6%
CORZ vs DKS
-33.2%
-11.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.9% | +3.3% | +8.9% |
| 7D | +1.7% | +3.8% | -2.1% | +2.7% |
| 30D | -17.5% | +8.1% | -25.5% | -16.2% |
| 3M | -39.5% | -28.6% | -10.8% | -42.1% |
| All | -44.6% | -33.2% | -11.4% | -47.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling