+196.1%
DKS vs ACGL
+268.6%
-72.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.4% | -3.7% |
| 7D | -0.4% | -2.9% | +2.5% | +1.0% |
| 30D | -36.6% | -2.8% | -33.8% | -35.7% |
| 3M | -37.6% | +6.8% | -44.4% | -39.5% |
| 6M | -32.1% | -1.5% | -30.5% | -31.7% |
| YTD | -32.3% | -0.2% | -32.1% | -32.6% |
| 1Y | -39.5% | +5.3% | -44.8% | -41.5% |
| 3Y | +27.7% | +30.3% | -2.6% | +6.3% |
| 5Y | +15.0% | +151.8% | -136.8% | -36.0% |
| All | +196.1% | +268.6% | -72.4% | +28.3% |
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