+33.4%
DKS vs ACGL
+34.2%
-0.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +3.0% | -0.7% | +3.8% | +3.1% |
| 30D | -30.5% | -1.0% | -29.5% | -30.4% |
| 3M | -35.7% | +11.0% | -46.7% | -36.7% |
| 6M | -29.7% | -0.3% | -29.4% | -29.6% |
| YTD | -28.9% | +2.3% | -31.1% | -29.0% |
| 1Y | -35.9% | +6.4% | -42.2% | -36.4% |
| All | +33.4% | +34.2% | -0.8% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling