-45.8%
DOCS vs ACI
-16.7%
-29.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +6.3% |
| 7D | +1.2% | +4.5% | -3.3% | +1.2% |
| 30D | +21.3% | +20.9% | +0.5% | +21.2% |
| 3M | +58.4% | +15.2% | +43.1% | +58.2% |
| 6M | +39.3% | -13.3% | +52.6% | +33.4% |
| YTD | -21.7% | -16.2% | -5.5% | -25.4% |
| All | -45.8% | -16.7% | -29.1% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling