-10.3%
DOCU vs ABCL
+186.8%
-197.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | +6.9% | +0.7% | +6.2% | +6.8% |
| 30D | +19.0% | +93.1% | -74.1% | +12.5% |
| 3M | +34.3% | +79.4% | -45.1% | +27.0% |
| 6M | +48.0% | +214.9% | -166.9% | +30.0% |
| YTD | 0.0% | +234.2% | -234.2% | -13.1% |
| 1Y | -10.3% | +174.8% | -185.0% | -18.1% |
| All | -10.3% | +186.8% | -197.1% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling