-40.0%
DKS vs TAP
-18.4%
-21.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -4.7% | -5.3% | +0.5% | -3.3% |
| 30D | -35.1% | -7.4% | -27.7% | -33.5% |
| 3M | -37.7% | -4.9% | -32.8% | -36.5% |
| 6M | -30.7% | -14.2% | -16.5% | -29.3% |
| YTD | -31.9% | -14.8% | -17.1% | -31.1% |
| 1Y | -40.0% | -18.1% | -21.9% | -39.2% |
| All | -40.0% | -18.4% | -21.6% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling