+44.3%
DOC vs ABCL
+164.7%
-120.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.1% |
| 7D | +8.7% | -10.0% | +18.7% | +9.3% |
| 30D | +7.6% | -10.9% | +18.5% | +8.2% |
| 3M | -5.3% | +101.6% | -106.9% | -10.8% |
| 6M | +27.6% | +167.5% | -139.9% | +16.1% |
| YTD | +32.4% | +259.1% | -226.7% | +16.6% |
| 1Y | +22.9% | +152.2% | -129.3% | +11.3% |
| All | +44.3% | +164.7% | -120.4% | +25.4% |
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