+193.1%
DKS vs ACM
+135.8%
+57.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +2.5% |
| 7D | -2.9% | -3.7% | +0.8% | -0.8% |
| 30D | -37.7% | -12.7% | -25.1% | -32.6% |
| 3M | -38.9% | -9.8% | -29.1% | -35.4% |
| 6M | -31.1% | -31.4% | +0.3% | -15.4% |
| YTD | -31.8% | -32.1% | +0.3% | -16.9% |
| 1Y | -38.0% | -47.8% | +9.8% | -12.1% |
| 3Y | +28.6% | -22.1% | +50.7% | +41.4% |
| 5Y | +12.5% | +1.8% | +10.7% | +3.6% |
| All | +193.1% | +135.8% | +57.3% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling