+151.4%
ACN vs DLR
+188.5%
-37.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -4.0% | -2.0% | -2.0% | -3.5% |
| 30D | +19.0% | +0.5% | +18.5% | +18.4% |
| 3M | +42.2% | -4.4% | +46.6% | +43.2% |
| 6M | +50.1% | -6.4% | +56.6% | +51.3% |
| YTD | -2.7% | +19.5% | -22.2% | -10.9% |
| 1Y | +7.6% | +10.5% | -2.9% | +1.2% |
| 3Y | -15.9% | +54.0% | -69.9% | -32.5% |
| 5Y | -24.4% | +39.7% | -64.1% | -38.3% |
| 10Y | +151.4% | +189.5% | -38.1% | +65.9% |
| All | +151.4% | +188.5% | -37.2% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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