-25.8%
ACN vs DRI
+78.6%
-104.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.8% | +1.1% | -4.9% | -4.3% |
| 30D | +16.5% | +9.7% | +6.8% | +12.1% |
| 3M | +41.5% | +3.2% | +38.3% | +39.3% |
| 6M | +60.1% | +20.6% | +39.5% | +47.2% |
| YTD | -3.9% | +28.3% | -32.2% | -14.8% |
| 1Y | +4.1% | +34.5% | -30.4% | -9.8% |
| 3Y | -15.9% | +66.5% | -82.4% | -36.1% |
| All | -25.8% | +78.6% | -104.4% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling