+236.0%
DKS vs ACGL
+332.3%
-96.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.5% |
| 7D | +3.8% | -1.1% | +4.9% | +4.4% |
| 30D | +8.1% | +13.1% | -5.1% | +2.1% |
| 3M | -28.6% | +9.8% | -38.4% | -31.7% |
| 6M | -33.6% | +15.3% | -48.9% | -38.0% |
| YTD | -23.8% | +12.7% | -36.5% | -28.3% |
| 1Y | -30.7% | +20.7% | -51.4% | -37.0% |
| 3Y | +41.5% | +34.3% | +7.2% | +17.3% |
| 5Y | +23.0% | +170.6% | -147.6% | -33.4% |
| 10Y | +236.0% | +330.6% | -94.6% | +31.2% |
| All | +236.0% | +332.3% | -96.4% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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