-61.5%
DOCU vs ACI
+25.9%
-87.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | +6.9% | +0.2% | +6.7% | +6.9% |
| 30D | +19.0% | +5.9% | +13.1% | +18.4% |
| 3M | +34.3% | -19.8% | +54.1% | +36.2% |
| 6M | +48.0% | -24.7% | +72.8% | +50.8% |
| YTD | 0.0% | -24.4% | +24.4% | +1.7% |
| 1Y | -10.3% | -31.5% | +21.2% | -8.0% |
| 3Y | +32.4% | -38.7% | +71.1% | +36.3% |
| 5Y | -77.9% | -42.8% | -35.1% | -77.4% |
| All | -61.5% | +25.9% | -87.4% | -68.4% |
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