-65.0%
DOCU vs ABCL
-81.8%
+16.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.4% | -0.1% |
| 7D | -3.2% | -14.9% | +11.7% | -0.4% |
| 30D | +15.7% | -15.4% | +31.0% | +18.7% |
| 3M | +37.3% | +88.0% | -50.7% | +16.1% |
| 6M | +63.1% | +138.8% | -75.7% | +26.9% |
| YTD | +15.4% | +225.4% | -210.1% | -18.1% |
| 1Y | +11.3% | +137.3% | -126.0% | -15.2% |
| 3Y | +92.1% | +136.8% | -44.7% | +31.1% |
| 5Y | -70.5% | -26.2% | -44.3% | -73.8% |
| All | -65.0% | -81.8% | +16.8% | -63.5% |
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 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