+25.6%
DOC vs ABCL
+120.4%
-94.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.4% | +9.1% | -0.2% |
| 7D | +6.2% | -14.9% | +21.1% | +6.3% |
| 30D | +6.5% | -15.4% | +21.8% | +6.6% |
| 3M | -6.2% | +88.0% | -94.2% | -8.2% |
| 6M | +25.6% | +138.8% | -113.3% | +16.8% |
| All | +25.6% | +120.4% | -94.8% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling