+32.2%
DKS vs ACGL
+31.5%
+0.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.4% |
| 7D | -2.1% | +0.9% | -3.0% | -2.2% |
| 30D | +7.3% | +13.7% | -6.4% | +4.9% |
| 3M | -28.4% | +8.0% | -36.5% | -29.4% |
| 6M | -36.9% | +13.3% | -50.2% | -38.1% |
| YTD | -27.3% | +11.8% | -39.2% | -28.6% |
| 1Y | -33.2% | +22.2% | -55.5% | -35.2% |
| 3Y | +32.2% | +32.5% | -0.3% | +38.9% |
| All | +32.2% | +31.5% | +0.7% | +38.9% |
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