-20.2%
DOCN vs ABCL
-30.1%
+9.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -8.0% | -7.5% |
| 7D | -20.0% | -10.0% | -10.1% | -17.1% |
| 30D | -38.8% | -10.9% | -27.9% | -36.1% |
| 3M | -34.8% | +101.6% | -136.5% | -52.0% |
| 6M | -22.8% | +167.5% | -190.3% | -51.1% |
| YTD | +74.6% | +259.1% | -184.5% | -5.0% |
| 1Y | +116.4% | +152.2% | -35.7% | +34.4% |
| 3Y | +239.3% | +161.3% | +78.1% | +76.6% |
| 5Y | -20.2% | -29.3% | +9.1% | -18.5% |
| All | -20.2% | -30.1% | +9.9% | -18.5% |
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