-34.6%
DOCS vs ACI
+7.2%
-41.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +6.1% |
| 7D | +1.2% | +4.5% | -3.3% | +0.9% |
| 30D | +21.3% | +20.9% | +0.5% | +19.6% |
| 3M | +58.4% | +15.2% | +43.1% | +56.6% |
| 6M | +39.3% | -13.3% | +52.6% | +39.8% |
| YTD | -21.7% | -16.2% | -5.5% | -21.5% |
| 1Y | -47.3% | -16.9% | -30.5% | -47.1% |
| 3Y | +58.2% | -30.8% | +89.0% | +60.4% |
| 5Y | -52.3% | -39.4% | -12.9% | -52.1% |
| All | -34.6% | +7.2% | -41.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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