+3.5%
ABT vs DOCN
+110.0%
-106.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.6% | -10.7% | -1.3% |
| 7D | -5.4% | +3.7% | -9.1% | -5.5% |
| 30D | +8.0% | -33.7% | +41.7% | +9.1% |
| 3M | +0.2% | -27.9% | +28.1% | +0.8% |
| 6M | +34.1% | -46.4% | +80.6% | +36.0% |
| YTD | -10.6% | +81.1% | -91.7% | -15.8% |
| 1Y | -11.8% | +74.3% | -86.1% | -16.8% |
| 3Y | +23.9% | +245.8% | -222.0% | +8.0% |
| 5Y | -5.1% | -23.7% | +18.6% | -12.7% |
| All | +3.5% | +110.0% | -106.5% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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