+192.6%
DKS vs TAP
-50.5%
+243.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -4.7% | -5.3% | +0.5% | -2.7% |
| 30D | -35.1% | -7.4% | -27.7% | -32.9% |
| 3M | -37.7% | -4.9% | -32.8% | -36.3% |
| 6M | -30.7% | -14.2% | -16.5% | -26.7% |
| YTD | -31.9% | -14.8% | -17.1% | -28.3% |
| 1Y | -40.0% | -18.1% | -21.9% | -36.1% |
| 3Y | +28.4% | -32.7% | +61.1% | +45.2% |
| 5Y | +12.4% | -0.5% | +12.9% | +6.3% |
| All | +192.6% | -50.5% | +243.2% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling