-40.6%
ACN vs DRI
+72.9%
-113.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | +9.4% | +3.8% | +5.5% | +7.5% |
| 3M | +5.6% | +13.0% | -7.4% | +0.1% |
| 6M | -9.3% | +8.3% | -17.6% | -12.8% |
| YTD | -29.0% | +20.6% | -49.6% | -35.2% |
| 1Y | -24.7% | +6.5% | -31.1% | -27.7% |
| 3Y | -39.8% | +53.7% | -93.5% | -52.2% |
| All | -40.6% | +72.9% | -113.5% | -57.1% |
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