+72.2%
DOCU vs ACGL
+279.7%
-207.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.1% |
| 7D | +6.9% | -0.7% | +7.6% | +7.0% |
| 30D | +19.0% | -1.0% | +20.0% | +19.2% |
| 3M | +34.3% | +11.0% | +23.2% | +31.4% |
| 6M | +48.0% | -0.3% | +48.3% | +47.9% |
| YTD | 0.0% | +2.3% | -2.3% | -0.7% |
| 1Y | -10.3% | +6.4% | -16.6% | -11.7% |
| 3Y | +32.4% | +34.0% | -1.6% | +22.7% |
| 5Y | -77.9% | +161.6% | -239.6% | -82.4% |
| All | +72.2% | +279.7% | -207.5% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling