+11.9%
ACN vs DRI
+34.0%
-22.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +2.0% |
| 7D | +8.6% | +6.5% | +2.1% | +6.2% |
| 30D | +36.6% | +16.4% | +20.2% | +29.9% |
| 3M | +56.3% | +13.6% | +42.7% | +49.4% |
| 6M | +49.7% | +22.0% | +27.7% | +40.8% |
| YTD | +1.3% | +29.3% | -28.0% | -7.4% |
| 1Y | +11.9% | +32.0% | -20.1% | +0.9% |
| All | +11.9% | +34.0% | -22.1% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling