+39.3%
DOCS vs ACI
-14.7%
+54.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +6.0% |
| 7D | +1.2% | +4.5% | -3.3% | +0.8% |
| 30D | +21.3% | +20.9% | +0.5% | +19.1% |
| 3M | +58.4% | +15.2% | +43.1% | +56.2% |
| 6M | +39.3% | -13.3% | +52.6% | +29.0% |
| All | +39.3% | -14.7% | +54.0% | +29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling