-31.1%
DOCN vs ABCL
-30.0%
-1.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.4% | -6.5% | -12.3% |
| 7D | -29.3% | -14.9% | -14.4% | -24.8% |
| 30D | -46.0% | -15.4% | -30.7% | -42.3% |
| 3M | -43.2% | +88.0% | -131.2% | -57.0% |
| 6M | -53.7% | +138.8% | -192.6% | -69.4% |
| YTD | +46.9% | +225.4% | -178.5% | -16.9% |
| 1Y | +54.3% | +137.3% | -83.0% | -1.7% |
| 3Y | +185.5% | +136.8% | +48.7% | +54.3% |
| 5Y | -31.1% | -26.2% | -4.9% | -29.1% |
| All | -31.1% | -30.0% | -1.1% | -29.1% |
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