+8.9%
DOCS vs ACI
-38.5%
+47.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.8% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +21.8% | +5.9% | +15.9% | +21.9% |
| 3M | +27.3% | -19.8% | +47.1% | +26.1% |
| 6M | -0.3% | -24.7% | +24.4% | -1.4% |
| YTD | -40.5% | -24.4% | -16.1% | -41.2% |
| 1Y | -61.5% | -31.5% | -30.0% | -61.8% |
| All | +8.9% | -38.5% | +47.4% | +3.5% |
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