-16.8%
ALAB vs DOCS
+33.3%
-50.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.3% | -15.3% | -20.0% |
| 7D | -38.2% | -1.3% | -36.9% | -38.2% |
| 30D | -54.0% | +19.4% | -73.4% | -52.6% |
| 3M | -43.6% | +53.4% | -97.0% | -39.5% |
| 6M | -16.8% | +28.8% | -45.5% | -11.5% |
| All | -16.8% | +33.3% | -50.1% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling