-41.9%
ACN vs DLR
+57.6%
-99.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -4.8% | +3.4% | -8.2% | -5.3% |
| 30D | +1.9% | -2.2% | +4.1% | +2.1% |
| 3M | +3.9% | +4.7% | -0.9% | +2.6% |
| 6M | -15.0% | +9.0% | -24.0% | -16.9% |
| YTD | -31.9% | +24.1% | -56.0% | -35.5% |
| 1Y | -28.5% | +20.9% | -49.4% | -32.2% |
| 3Y | -41.9% | +60.0% | -101.9% | -50.0% |
| All | -41.9% | +57.6% | -99.5% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling