+7.5%
ABT vs DOCN
+70.4%
-62.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -15.9% | +14.2% | -1.2% |
| 7D | +8.6% | -29.3% | +37.9% | +9.6% |
| 30D | +16.4% | -46.0% | +62.5% | +18.3% |
| 3M | +8.1% | -43.2% | +51.3% | +9.5% |
| 6M | +32.1% | -53.7% | +85.8% | +34.3% |
| YTD | -7.1% | +46.9% | -54.0% | -12.0% |
| 1Y | -6.5% | +54.3% | -60.9% | -11.8% |
| 3Y | +26.2% | +185.5% | -159.3% | +10.5% |
| 5Y | +0.9% | -31.1% | +32.0% | -7.1% |
| All | +7.5% | +70.4% | -62.8% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling