-40.2%
DKS vs GAP
-7.6%
-32.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +0.4% |
| 7D | -3.0% | -4.1% | +1.1% | -1.6% |
| 30D | -33.4% | +6.2% | -39.6% | -35.0% |
| 3M | -39.4% | -0.7% | -38.7% | -39.7% |
| 6M | -30.1% | -7.1% | -23.0% | -29.8% |
| YTD | -31.0% | -14.1% | -16.9% | -29.9% |
| 1Y | -40.2% | -8.5% | -31.7% | -41.7% |
| All | -40.2% | -7.6% | -32.5% | -41.7% |
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