-73.2%
DOCS vs ACGL
+161.8%
-235.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -2.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | +21.8% | -1.0% | +22.8% | +22.0% |
| 3M | +27.3% | +11.0% | +16.2% | +24.7% |
| 6M | -0.3% | -0.3% | 0.0% | -0.5% |
| YTD | -40.5% | +2.3% | -42.8% | -40.9% |
| 1Y | -61.5% | +6.4% | -67.9% | -62.1% |
| 3Y | +8.2% | +34.0% | -25.8% | +0.1% |
| All | -73.2% | +161.8% | -235.0% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling