-50.3%
DOCS vs ACI
-3.3%
-47.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.7% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +21.8% | +5.9% | +15.9% | +21.4% |
| 3M | +27.3% | -19.8% | +47.1% | +28.7% |
| 6M | -0.3% | -24.7% | +24.4% | +1.1% |
| YTD | -40.5% | -24.4% | -16.1% | -39.8% |
| 1Y | -61.5% | -31.5% | -30.0% | -60.7% |
| 3Y | +8.2% | -38.7% | +46.9% | +10.9% |
| 5Y | -73.4% | -42.8% | -30.6% | -72.9% |
| All | -50.3% | -3.3% | -47.0% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling