-14.8%
ACN vs DLR
+55.0%
-69.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -4.0% | -2.0% | -2.0% | -3.9% |
| 30D | +19.0% | +0.5% | +18.5% | +18.9% |
| 3M | +42.2% | -4.4% | +46.6% | +42.7% |
| 6M | +50.1% | -6.4% | +56.6% | +50.7% |
| YTD | -2.7% | +19.5% | -22.2% | -7.5% |
| 1Y | +7.6% | +10.5% | -2.9% | +4.1% |
| All | -14.8% | +55.0% | -69.8% | -26.5% |
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