+1,697.2%
ACN vs DOC
+443.3%
+1,253.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.8% |
| 7D | -1.5% | -1.5% | 0.0% | -1.1% |
| 30D | +9.4% | -4.8% | +14.1% | +10.8% |
| 3M | +5.6% | +6.9% | -1.2% | +3.7% |
| 6M | -9.3% | +20.7% | -30.0% | -14.6% |
| YTD | -29.0% | +34.1% | -63.1% | -35.1% |
| 1Y | -24.7% | +22.6% | -47.3% | -29.6% |
| 3Y | -39.8% | +20.8% | -60.7% | -44.5% |
| 5Y | -40.9% | -24.9% | -16.1% | -38.0% |
| 10Y | +91.1% | -1.8% | +92.9% | +79.6% |
| All | +1,697.2% | +443.3% | +1,253.9% | +970.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling