+21.6%
DKS vs ACGL
+159.2%
-137.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.8% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | +7.3% | +13.7% | -6.4% | +3.3% |
| 3M | -28.4% | +8.0% | -36.5% | -30.1% |
| 6M | -36.9% | +13.3% | -50.2% | -39.2% |
| YTD | -27.3% | +11.8% | -39.2% | -29.9% |
| 1Y | -33.2% | +22.2% | -55.5% | -37.3% |
| 3Y | +32.2% | +32.5% | -0.3% | +18.1% |
| All | +21.6% | +159.2% | -137.6% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling