-54.7%
DOCU vs ACI
+39.5%
-94.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.2% |
| 7D | -3.7% | +4.5% | -8.2% | -4.2% |
| 30D | +15.0% | +20.9% | -5.9% | +12.7% |
| 3M | +39.9% | +15.2% | +24.7% | +37.8% |
| 6M | +66.2% | -13.3% | +79.5% | +66.9% |
| YTD | +17.7% | -16.2% | +33.9% | +18.3% |
| 1Y | +13.7% | -16.9% | +30.6% | +14.4% |
| 3Y | +95.9% | -30.8% | +126.8% | +99.1% |
| 5Y | -71.7% | -39.4% | -32.3% | -71.2% |
| All | -54.7% | +39.5% | -94.2% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling