-51.1%
DOCS vs ACI
-41.7%
-9.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -3.9% |
| 7D | -1.3% | +3.5% | -4.9% | -1.6% |
| 30D | +19.4% | +16.8% | +2.6% | +17.7% |
| 3M | +53.4% | +13.1% | +40.3% | +51.6% |
| 6M | +28.8% | -15.6% | +44.4% | +29.7% |
| YTD | -25.1% | -19.2% | -5.8% | -24.5% |
| 1Y | -48.1% | -20.7% | -27.5% | -47.6% |
| 3Y | +51.4% | -33.4% | +84.7% | +54.8% |
| 5Y | -51.1% | -41.7% | -9.4% | -51.5% |
| All | -51.1% | -41.7% | -9.4% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling