+193.1%
DKS vs TAP
-50.5%
+243.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.1% |
| 7D | -2.9% | -5.1% | +2.2% | -0.9% |
| 30D | -37.7% | -8.4% | -29.3% | -35.4% |
| 3M | -38.9% | -3.9% | -35.0% | -37.8% |
| 6M | -31.1% | -14.4% | -16.7% | -27.1% |
| YTD | -31.8% | -14.7% | -17.1% | -28.2% |
| 1Y | -38.0% | -18.7% | -19.4% | -33.8% |
| 3Y | +28.6% | -32.6% | +61.3% | +45.4% |
| 5Y | +12.5% | -1.4% | +14.0% | +6.8% |
| All | +193.1% | -50.5% | +243.6% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling