+252.3%
DOCN vs ACGL
+35.7%
+216.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.7% | -9.8% | -6.8% |
| 7D | -20.0% | +8.0% | -28.0% | -19.2% |
| 30D | -38.8% | +17.3% | -56.1% | -37.7% |
| 3M | -34.8% | +11.2% | -46.0% | -33.9% |
| 6M | -22.8% | +18.2% | -41.0% | -22.2% |
| YTD | +74.6% | +15.4% | +59.2% | +76.2% |
| 1Y | +116.4% | +26.5% | +89.9% | +114.5% |
| All | +252.3% | +35.7% | +216.6% | +280.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling