+1.3%
ACN vs DT
+98.4%
-97.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -6.3% | -0.5% | -5.8% | -6.1% |
| 30D | -1.4% | +0.1% | -1.4% | -1.5% |
| 3M | +2.6% | +24.1% | -21.5% | -4.3% |
| 6M | -14.3% | +30.1% | -44.4% | -21.3% |
| YTD | -33.1% | +16.8% | -49.9% | -36.8% |
| 1Y | -28.8% | -0.1% | -28.7% | -29.9% |
| 3Y | -43.0% | +6.8% | -49.8% | -45.7% |
| 5Y | -44.0% | -28.4% | -15.6% | -43.9% |
| All | +1.3% | +98.4% | -97.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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