+86.8%
ACN vs DKS
+199.2%
-112.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -7.9% | -4.7% | -3.1% | -7.0% |
| 30D | -1.1% | -35.1% | +34.0% | +5.8% |
| 3M | +5.6% | -37.7% | +43.3% | +13.6% |
| 6M | -9.9% | -30.7% | +20.8% | -5.7% |
| YTD | -32.3% | -31.9% | -0.4% | -29.0% |
| 1Y | -25.3% | -40.0% | +14.7% | -19.9% |
| 3Y | -42.3% | +28.4% | -70.7% | -48.4% |
| 5Y | -43.5% | +12.4% | -55.9% | -50.3% |
| All | +86.8% | +199.2% | -112.4% | +15.6% |
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