+26.3%
ACI vs DKS
+311.1%
-284.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.2% | +3.0% | -2.8% | -0.1% |
| 30D | +5.9% | -30.5% | +36.4% | +8.9% |
| 3M | -19.8% | -35.7% | +15.9% | -16.9% |
| 6M | -24.7% | -29.7% | +4.9% | -22.9% |
| YTD | -24.4% | -28.9% | +4.5% | -22.7% |
| 1Y | -31.5% | -35.9% | +4.4% | -29.4% |
| 3Y | -38.7% | +28.2% | -66.8% | -43.2% |
| 5Y | -42.8% | +11.8% | -54.6% | -47.7% |
| All | +26.3% | +311.1% | -284.8% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling