-10.5%
ACN vs DOC
+43.5%
-54.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.3% |
| 7D | +8.6% | +8.7% | -0.2% | +7.0% |
| 30D | +36.6% | +7.6% | +28.9% | +34.8% |
| 3M | +56.3% | -5.3% | +61.6% | +57.5% |
| 6M | +49.7% | +27.6% | +22.1% | +43.4% |
| YTD | +1.3% | +32.4% | -31.1% | -3.6% |
| 1Y | +11.9% | +22.9% | -10.9% | +7.9% |
| All | -10.5% | +43.5% | -54.0% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling