+29.2%
DKS vs TAP
+1.8%
+27.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.3% | -8.0% | +9.3% | +4.1% |
| 30D | +8.9% | +4.1% | +4.8% | +7.4% |
| 3M | -26.4% | -4.4% | -22.0% | -25.1% |
| 6M | -31.1% | -1.9% | -29.1% | -30.6% |
| YTD | -22.8% | -12.1% | -10.7% | -20.3% |
| 1Y | -29.5% | -12.0% | -17.4% | -27.3% |
| 3Y | +42.8% | -25.0% | +67.8% | +52.9% |
| 5Y | +29.2% | -1.1% | +30.3% | +24.7% |
| All | +29.2% | +1.8% | +27.4% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling