+7.3%
ABT vs DOCS
-36.0%
+43.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.3% |
| 7D | -3.7% | -1.4% | -2.3% | -3.6% |
| 30D | +2.5% | +21.8% | -19.3% | +1.1% |
| 3M | +20.2% | +27.3% | -7.1% | +18.3% |
| 6M | -2.9% | -0.3% | -2.6% | -3.5% |
| YTD | -11.9% | -40.5% | +28.6% | -10.1% |
| 1Y | -16.5% | -61.5% | +45.0% | -12.8% |
| 3Y | +12.1% | +8.2% | +3.9% | +7.4% |
| 5Y | -7.4% | -73.4% | +66.0% | -9.8% |
| All | +7.3% | -36.0% | +43.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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