+160.2%
ACN vs DOC
+15.2%
+145.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.7% |
| 7D | +8.6% | +8.7% | -0.2% | +5.5% |
| 30D | +36.6% | +7.6% | +28.9% | +33.2% |
| 3M | +56.3% | -5.3% | +61.6% | +58.9% |
| 6M | +49.7% | +27.6% | +22.1% | +35.9% |
| YTD | +1.3% | +32.4% | -31.1% | -9.4% |
| 1Y | +11.9% | +22.9% | -10.9% | +2.7% |
| 3Y | -10.6% | +43.1% | -53.7% | -24.6% |
| 5Y | -21.3% | -21.4% | 0.0% | -16.7% |
| All | +160.2% | +15.2% | +145.0% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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