+27.7%
DKS vs TAP
-31.5%
+59.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -3.7% |
| 7D | -0.4% | -2.3% | +1.9% | +0.3% |
| 30D | -36.6% | -9.4% | -27.2% | -34.7% |
| 3M | -37.6% | -0.8% | -36.8% | -37.1% |
| 6M | -32.1% | -14.7% | -17.3% | -29.2% |
| YTD | -32.3% | -13.9% | -18.4% | -30.1% |
| 1Y | -39.5% | -18.6% | -20.9% | -36.5% |
| 3Y | +27.7% | -32.0% | +59.7% | +36.2% |
| All | +27.7% | -31.5% | +59.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling