+66.4%
DOCN vs ABCL
-62.2%
+128.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.4% | -6.5% | -12.8% |
| 7D | -29.3% | -14.9% | -14.4% | -25.3% |
| 30D | -46.0% | -15.4% | -30.7% | -42.8% |
| 3M | -43.2% | +88.0% | -131.2% | -55.2% |
| 6M | -53.7% | +138.8% | -192.6% | -67.4% |
| YTD | +46.9% | +225.4% | -178.5% | -9.2% |
| 1Y | +54.3% | +137.3% | -83.0% | +5.3% |
| 3Y | +185.5% | +136.8% | +48.7% | +71.6% |
| 5Y | -31.1% | -26.2% | -4.9% | -42.2% |
| All | +66.4% | -62.2% | +128.6% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling