+45.9%
DKS vs ACM
-8.9%
+54.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +9.4% | +6.6% | +2.8% | +6.2% |
| 30D | +9.8% | +19.8% | -10.0% | +0.6% |
| 3M | -29.3% | -3.1% | -26.1% | -28.3% |
| 6M | -32.6% | -11.5% | -21.1% | -29.2% |
| YTD | -22.6% | -24.7% | +2.1% | -13.1% |
| 1Y | -29.8% | -45.1% | +15.2% | -3.7% |
| All | +45.9% | -8.9% | +54.9% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling