+164.6%
DOCN vs ACGL
+179.7%
-15.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.1% |
| 7D | +1.1% | -0.7% | +1.9% | +1.2% |
| 30D | -9.6% | -1.0% | -8.6% | -9.6% |
| 3M | -37.7% | +11.0% | -48.7% | -39.5% |
| 6M | +115.2% | -0.3% | +115.5% | +114.1% |
| YTD | +133.7% | +2.3% | +131.5% | +130.6% |
| 1Y | +250.2% | +6.4% | +243.8% | +240.8% |
| 3Y | +320.3% | +34.0% | +286.3% | +278.8% |
| 5Y | +53.1% | +161.6% | -108.5% | +10.9% |
| All | +164.6% | +179.7% | -15.0% | +93.2% |
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