+226.1%
ACWI vs DKS
+196.9%
+29.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | -0.2% | -36.6% | +36.4% | +6.3% |
| 3M | +4.7% | -37.6% | +42.3% | +11.6% |
| 6M | +14.5% | -32.1% | +46.5% | +19.9% |
| YTD | +14.6% | -32.3% | +46.9% | +20.0% |
| 1Y | +21.4% | -39.5% | +60.9% | +29.2% |
| 3Y | +77.6% | +27.7% | +49.9% | +62.3% |
| 5Y | +68.1% | +15.0% | +53.1% | +50.6% |
| 10Y | +226.1% | +192.6% | +33.5% | +122.0% |
| All | +226.1% | +196.9% | +29.3% | +122.0% |
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