+2,368.0%
ACN vs DRI
+2,222.8%
+145.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.8% |
| 7D | -2.5% | +3.1% | -5.6% | -3.4% |
| 30D | +22.6% | +16.2% | +6.4% | +17.6% |
| 3M | +45.9% | +8.4% | +37.6% | +42.5% |
| 6M | +43.8% | +19.0% | +24.8% | +36.7% |
| YTD | -2.5% | +28.8% | -31.3% | -9.8% |
| 1Y | +6.5% | +33.1% | -26.7% | -2.5% |
| 3Y | -14.2% | +70.8% | -84.9% | -27.5% |
| 5Y | -24.4% | +74.2% | -98.7% | -36.9% |
| 10Y | +156.3% | +345.5% | -189.2% | +53.1% |
| All | +2,368.0% | +2,222.8% | +145.3% | +733.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling