+97.7%
DOCN vs ACGL
+215.5%
-117.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.7% | -9.8% | -7.4% |
| 7D | -20.0% | +8.0% | -28.0% | -20.7% |
| 30D | -38.8% | +17.3% | -56.1% | -39.9% |
| 3M | -34.8% | +11.2% | -46.0% | -35.7% |
| 6M | -22.8% | +18.2% | -41.0% | -25.2% |
| YTD | +74.6% | +15.4% | +59.2% | +69.7% |
| 1Y | +116.4% | +26.5% | +89.9% | +105.3% |
| 3Y | +239.3% | +36.1% | +203.3% | +213.7% |
| 5Y | -20.2% | +175.9% | -196.2% | -43.0% |
| All | +97.7% | +215.5% | -117.8% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling