+10.9%
ALAB vs DOCS
+38.8%
-27.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.8% | -3.7% |
| 7D | -24.9% | +1.2% | -26.1% | -24.7% |
| 30D | -38.4% | +21.3% | -59.7% | -36.6% |
| 3M | -38.3% | +58.4% | -96.6% | -33.9% |
| 6M | +10.9% | +39.3% | -28.4% | +19.2% |
| All | +10.9% | +38.8% | -27.8% | +19.2% |
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