+156.3%
ACN vs DRI
+370.8%
-214.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.8% |
| 7D | -2.5% | +3.1% | -5.6% | -3.5% |
| 30D | +22.6% | +16.2% | +6.4% | +16.9% |
| 3M | +45.9% | +8.4% | +37.6% | +42.1% |
| 6M | +43.8% | +19.0% | +24.8% | +35.8% |
| YTD | -2.5% | +28.8% | -31.3% | -10.7% |
| 1Y | +6.5% | +33.1% | -26.7% | -3.6% |
| 3Y | -14.2% | +70.8% | -84.9% | -29.1% |
| 5Y | -24.4% | +74.2% | -98.7% | -38.6% |
| 10Y | +156.3% | +345.5% | -189.2% | +65.8% |
| All | +156.3% | +370.8% | -214.5% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling