+66.4%
DOCN vs ACGL
+215.2%
-148.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.1% | -15.8% | -15.8% |
| 7D | -29.3% | +6.4% | -35.7% | -29.7% |
| 30D | -46.0% | +16.6% | -62.6% | -47.0% |
| 3M | -43.2% | +11.6% | -54.8% | -44.0% |
| 6M | -53.7% | +17.5% | -71.2% | -55.1% |
| YTD | +46.9% | +15.3% | +31.7% | +42.8% |
| 1Y | +54.3% | +26.3% | +28.0% | +46.4% |
| 3Y | +185.5% | +35.9% | +149.6% | +164.0% |
| 5Y | -31.1% | +168.2% | -199.3% | -51.0% |
| All | +66.4% | +215.2% | -148.9% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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