-25.3%
ACN vs DT
+1.8%
-27.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.4% |
| 7D | -7.9% | -2.5% | -5.3% | -6.7% |
| 30D | -1.1% | +3.5% | -4.6% | -2.8% |
| 3M | +5.6% | +26.7% | -21.1% | -6.6% |
| 6M | -9.9% | +36.1% | -46.1% | -23.9% |
| YTD | -32.3% | +18.6% | -51.0% | -40.7% |
| 1Y | -25.3% | +7.9% | -33.2% | -33.1% |
| All | -25.3% | +1.8% | -27.1% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling