-23.6%
DOC vs ABCL
-41.3%
+17.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -1.5% | +0.7% | -2.2% | -1.5% |
| 30D | -4.8% | +93.1% | -97.8% | -10.1% |
| 3M | +6.9% | +79.4% | -72.5% | +1.0% |
| 6M | +20.7% | +214.9% | -194.1% | +8.2% |
| YTD | +34.1% | +234.2% | -200.1% | +18.8% |
| 1Y | +22.6% | +174.8% | -152.1% | +9.7% |
| 3Y | +20.8% | +104.5% | -83.6% | +7.1% |
| All | -23.6% | -41.3% | +17.6% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling