+55.8%
DOCS vs ACI
-33.4%
+89.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -4.2% |
| 7D | -1.3% | +3.5% | -4.9% | -1.4% |
| 30D | +19.4% | +16.8% | +2.6% | +19.1% |
| 3M | +53.4% | +13.1% | +40.3% | +53.2% |
| 6M | +28.8% | -15.6% | +44.4% | +27.5% |
| YTD | -25.1% | -19.2% | -5.8% | -26.0% |
| 1Y | -48.1% | -20.7% | -27.5% | -48.7% |
| All | +55.8% | -33.4% | +89.2% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling