-4.3%
DOC vs ABCL
-81.3%
+76.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 3M | +6.9% | +79.4% | -72.5% | +2.0% |
| 6M | +20.7% | +214.9% | -194.1% | +10.4% |
| YTD | +34.1% | +234.2% | -200.1% | +21.5% |
| 1Y | +22.6% | +174.8% | -152.1% | +12.0% |
| 3Y | +20.8% | +104.5% | -83.6% | +9.2% |
| 5Y | -24.9% | -39.0% | +14.1% | -30.9% |
| All | -4.3% | -81.3% | +76.9% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling