-35.9%
DKS vs GAP
+1.5%
-37.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +3.0% | -4.5% | +7.5% | +4.6% |
| 30D | -30.5% | +9.0% | -39.6% | -32.8% |
| 3M | -35.7% | +5.0% | -40.7% | -37.2% |
| 6M | -29.7% | -17.8% | -11.9% | -26.2% |
| YTD | -28.9% | -10.4% | -18.5% | -28.8% |
| 1Y | -35.9% | -3.4% | -32.5% | -39.0% |
| All | -35.9% | +1.5% | -37.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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