+60.1%
DOCN vs ABCL
-41.3%
+101.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.2% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -9.6% | +93.1% | -102.7% | -31.3% |
| 3M | -37.7% | +79.4% | -117.1% | -52.5% |
| 6M | +115.2% | +214.9% | -99.7% | +29.9% |
| YTD | +133.7% | +234.2% | -100.5% | +34.4% |
| 1Y | +250.2% | +174.8% | +75.4% | +111.5% |
| 3Y | +320.3% | +104.5% | +215.8% | +154.2% |
| All | +60.1% | -41.3% | +101.3% | +44.7% |
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