+1,026.1%
ACN vs DLR
+3,595.6%
-2,569.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | +1.6% | -3.1% | -2.0% |
| 30D | +9.4% | -3.4% | +12.7% | +10.3% |
| 3M | +5.6% | +0.5% | +5.1% | +4.9% |
| 6M | -9.3% | +4.6% | -13.8% | -11.2% |
| YTD | -29.0% | +23.4% | -52.4% | -34.0% |
| 1Y | -24.7% | +19.0% | -43.7% | -29.5% |
| 3Y | -39.8% | +56.5% | -96.4% | -48.9% |
| 5Y | -40.9% | +33.3% | -74.2% | -48.3% |
| 10Y | +91.1% | +165.1% | -74.0% | +36.3% |
| All | +1,026.1% | +3,595.6% | -2,569.5% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling