-56.3%
DOCU vs ACI
+29.9%
-86.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.3% |
| 7D | -5.5% | -2.2% | -3.3% | -5.3% |
| 30D | +12.6% | +10.3% | +2.3% | +11.5% |
| 3M | +36.4% | +7.2% | +29.2% | +35.4% |
| 6M | +66.8% | -18.0% | +84.8% | +68.7% |
| YTD | +13.5% | -22.0% | +35.5% | +14.9% |
| 1Y | +11.3% | -23.4% | +34.7% | +13.0% |
| 3Y | +92.1% | -35.8% | +127.9% | +96.8% |
| 5Y | -71.0% | -43.7% | -27.3% | -70.3% |
| All | -56.3% | +29.9% | -86.2% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling