+189.3%
ALAB vs DOC
+36.9%
+152.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.2% | -19.4% | -19.6% |
| 7D | -38.2% | +6.2% | -44.4% | -38.0% |
| 30D | -54.0% | +6.5% | -60.4% | -53.8% |
| 3M | -43.6% | -6.2% | -37.4% | -43.4% |
| 6M | -16.8% | +25.6% | -42.4% | -19.5% |
| YTD | +7.9% | +32.1% | -24.2% | +3.8% |
| 1Y | -1.4% | +20.3% | -21.6% | -3.8% |
| All | +189.3% | +36.9% | +152.4% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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