-70.5%
DOCU vs ACGL
+174.7%
-245.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -3.2% | +6.4% | -9.6% | -4.9% |
| 30D | +15.7% | +16.6% | -0.9% | +10.7% |
| 3M | +37.3% | +11.6% | +25.7% | +32.9% |
| 6M | +63.1% | +17.5% | +45.7% | +55.8% |
| YTD | +15.4% | +15.3% | +0.1% | +10.4% |
| 1Y | +11.3% | +26.3% | -15.0% | +3.8% |
| 3Y | +92.1% | +35.9% | +56.1% | +71.8% |
| 5Y | -70.5% | +168.2% | -238.7% | -82.5% |
| All | -70.5% | +174.7% | -245.2% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling