+33.3%
ACI vs DKS
+346.4%
-313.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.0% |
| 7D | +2.3% | +6.3% | -4.0% | +1.7% |
| 30D | +1.2% | +9.3% | -8.1% | +0.4% |
| 3M | +6.8% | -25.3% | +32.1% | +9.0% |
| 6M | -18.7% | -29.2% | +10.5% | -16.8% |
| YTD | -20.2% | -22.7% | +2.5% | -19.1% |
| 1Y | -23.7% | -30.1% | +6.4% | -22.0% |
| 3Y | -31.6% | +45.6% | -77.3% | -37.6% |
| 5Y | -42.8% | +28.5% | -71.2% | -48.5% |
| All | +33.3% | +346.4% | -313.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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