+102.6%
DOCU vs ACGL
+328.4%
-225.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.4% |
| 7D | -3.7% | +8.0% | -11.7% | -5.3% |
| 30D | +15.0% | +17.3% | -2.3% | +11.1% |
| 3M | +39.9% | +11.2% | +28.7% | +36.7% |
| 6M | +66.2% | +18.2% | +48.0% | +60.3% |
| YTD | +17.7% | +15.4% | +2.3% | +13.9% |
| 1Y | +13.7% | +26.5% | -12.9% | +7.9% |
| 3Y | +95.9% | +36.1% | +59.9% | +81.4% |
| 5Y | -71.7% | +175.9% | -247.6% | -77.8% |
| All | +102.6% | +328.4% | -225.8% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling