+192.6%
DKS vs ACM
+131.7%
+61.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.9% |
| 7D | -4.7% | -5.9% | +1.2% | -1.4% |
| 30D | -35.1% | -6.2% | -28.9% | -32.5% |
| 3M | -37.7% | -7.9% | -29.8% | -34.9% |
| 6M | -30.7% | -30.6% | -0.1% | -15.5% |
| YTD | -31.9% | -33.3% | +1.4% | -16.2% |
| 1Y | -40.0% | -49.2% | +9.2% | -13.5% |
| 3Y | +28.4% | -23.5% | +51.9% | +42.6% |
| 5Y | +12.4% | +0.9% | +11.5% | +3.9% |
| All | +192.6% | +131.7% | +61.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling