+6,356.9%
DKS vs TAP
+130.4%
+6,226.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.5% | +1.7% |
| 7D | +6.3% | +1.3% | +5.0% | +5.8% |
| 30D | +9.3% | +5.7% | +3.6% | +7.1% |
| 3M | -25.3% | -1.9% | -23.4% | -24.8% |
| 6M | -29.2% | +0.9% | -30.1% | -29.5% |
| YTD | -22.7% | -9.5% | -13.2% | -20.7% |
| 1Y | -30.1% | -9.0% | -21.2% | -28.6% |
| 3Y | +45.6% | -22.2% | +67.9% | +54.5% |
| 5Y | +28.5% | +1.2% | +27.2% | +22.6% |
| 10Y | +235.2% | -46.1% | +281.3% | +270.2% |
| All | +6,356.9% | +130.4% | +6,226.5% | +4,461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling