+47.3%
ACN vs DT
+73.5%
-26.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.4% |
| 7D | -4.0% | -5.4% | +1.4% | -2.5% |
| 30D | +19.0% | -32.2% | +51.2% | +32.5% |
| 3M | +42.2% | -10.9% | +53.1% | +45.8% |
| 6M | +50.1% | +10.0% | +40.2% | +43.8% |
| YTD | -2.7% | +2.1% | -4.8% | -5.1% |
| 1Y | +7.6% | -5.5% | +13.1% | +7.1% |
| 3Y | -15.9% | -12.4% | -3.5% | -15.8% |
| 5Y | -24.4% | -39.7% | +15.3% | -20.9% |
| All | +47.3% | +73.5% | -26.1% | +6.3% |
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