+43.9%
DOC vs ABCL
+139.9%
-95.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.4% | +9.1% | +0.3% |
| 7D | +6.2% | -14.9% | +21.1% | +7.1% |
| 30D | +6.5% | -15.4% | +21.8% | +7.3% |
| 3M | -6.2% | +88.0% | -94.2% | -11.4% |
| 6M | +25.6% | +138.8% | -113.3% | +15.0% |
| YTD | +32.1% | +225.4% | -193.4% | +16.9% |
| 1Y | +20.3% | +137.3% | -117.0% | +9.2% |
| All | +43.9% | +139.9% | -95.9% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling