-1.4%
ALAB vs DOC
+21.7%
-23.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.2% | -19.4% | -19.7% |
| 7D | -38.2% | +6.2% | -44.4% | -37.1% |
| 30D | -54.0% | +6.5% | -60.4% | -53.0% |
| 3M | -43.6% | -6.2% | -37.4% | -43.7% |
| 6M | -16.8% | +25.6% | -42.4% | -18.3% |
| YTD | +7.9% | +32.1% | -24.2% | +8.1% |
| 1Y | -1.4% | +20.3% | -21.6% | -0.8% |
| All | -1.4% | +21.7% | -23.1% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling