+259.9%
ALAB vs DOC
+37.2%
+222.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -4.2% |
| 7D | -24.9% | +8.7% | -33.6% | -24.5% |
| 30D | -38.4% | +7.6% | -46.0% | -38.1% |
| 3M | -38.3% | -5.3% | -33.0% | -38.0% |
| 6M | +10.9% | +27.6% | -16.7% | +7.1% |
| YTD | +34.2% | +32.4% | +1.8% | +29.1% |
| 1Y | +24.5% | +22.9% | +1.7% | +21.1% |
| All | +259.9% | +37.2% | +222.7% | +286.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling