+1,606.1%
ACN vs DKS
+6,292.4%
-4,686.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -1.5% | +3.0% | -4.5% | -2.1% |
| 30D | +9.4% | -30.5% | +39.9% | +15.7% |
| 3M | +5.6% | -35.7% | +41.3% | +13.3% |
| 6M | -9.3% | -29.7% | +20.4% | -4.9% |
| YTD | -29.0% | -28.9% | -0.1% | -25.9% |
| 1Y | -24.7% | -35.9% | +11.2% | -20.0% |
| 3Y | -39.8% | +28.2% | -68.0% | -46.1% |
| 5Y | -40.9% | +11.8% | -52.7% | -47.7% |
| 10Y | +91.1% | +211.6% | -120.5% | +24.6% |
| All | +1,606.1% | +6,292.4% | -4,686.3% | +611.3% |
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