-5.6%
DOC vs ABCL
-79.9%
+74.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.2% |
| 6M | +27.6% | +167.5% | -139.9% | +17.7% |
| YTD | +32.4% | +259.1% | -226.7% | +19.0% |
| 1Y | +22.9% | +152.2% | -129.3% | +12.9% |
| 3Y | +43.1% | +161.3% | -118.2% | +27.6% |
| 5Y | -21.4% | -29.3% | +7.9% | -28.3% |
| All | -5.6% | -79.9% | +74.3% | -11.0% |
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