-7.0%
ABT vs DOCN
+54.1%
-61.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.5% |
| 7D | -3.7% | +1.1% | -4.8% | -3.7% |
| 30D | +2.5% | -9.6% | +12.1% | +2.7% |
| 3M | +20.2% | -37.7% | +57.9% | +22.0% |
| 6M | -2.9% | +115.2% | -118.1% | -8.3% |
| YTD | -11.9% | +133.7% | -145.7% | -17.5% |
| 1Y | -16.5% | +250.2% | -266.7% | -24.3% |
| 3Y | +12.1% | +320.3% | -308.2% | -2.9% |
| All | -7.0% | +54.1% | -61.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling