-15.9%
ACN vs DKS
+44.7%
-60.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.2% |
| 7D | -3.8% | +6.3% | -10.1% | -4.7% |
| 30D | +16.5% | +9.3% | +7.2% | +15.2% |
| 3M | +41.5% | -25.3% | +66.7% | +45.8% |
| 6M | +60.1% | -29.2% | +89.3% | +65.4% |
| YTD | -3.9% | -22.7% | +18.8% | -2.7% |
| 1Y | +4.1% | -30.1% | +34.2% | +7.3% |
| 3Y | -15.9% | +45.6% | -61.5% | -24.1% |
| All | -15.9% | +44.7% | -60.5% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling