-10.3%
DOCU vs ACI
-32.3%
+22.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +18.5% |
| 3M | +34.3% | -19.8% | +54.1% | +32.5% |
| 6M | +48.0% | -24.7% | +72.8% | +45.5% |
| YTD | 0.0% | -24.4% | +24.4% | -1.2% |
| 1Y | -10.3% | -31.5% | +21.2% | -7.3% |
| All | -10.3% | -32.3% | +22.1% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling