-65.6%
DOCU vs ABCL
-80.5%
+14.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -3.0% |
| 7D | -5.5% | -3.2% | -2.4% | -5.3% |
| 30D | +12.6% | -7.4% | +20.0% | +13.4% |
| 3M | +36.4% | +81.9% | -45.5% | +16.4% |
| 6M | +66.8% | +135.7% | -68.9% | +30.6% |
| YTD | +13.5% | +247.4% | -233.9% | -20.5% |
| 1Y | +11.3% | +162.3% | -151.0% | -17.1% |
| 3Y | +92.1% | +165.5% | -73.4% | +27.4% |
| 5Y | -71.0% | -21.3% | -49.7% | -74.6% |
| All | -65.6% | -80.5% | +14.9% | -64.6% |
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