+235.0%
DKS vs TAP
-47.8%
+282.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.3% | -8.0% | +9.3% | +4.5% |
| 30D | +8.9% | +4.1% | +4.8% | +7.1% |
| 3M | -26.4% | -4.4% | -22.0% | -25.1% |
| 6M | -31.1% | -1.9% | -29.1% | -30.7% |
| YTD | -22.8% | -12.1% | -10.7% | -19.8% |
| 1Y | -29.5% | -12.0% | -17.4% | -26.9% |
| 3Y | +42.8% | -25.0% | +67.8% | +54.3% |
| 5Y | +29.2% | -1.1% | +30.3% | +22.4% |
| 10Y | +235.0% | -47.6% | +282.6% | +232.3% |
| All | +235.0% | -47.8% | +282.8% | +232.3% |
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