+11.3%
DOCU vs ABCL
+127.6%
-116.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.4% | -1.3% |
| 7D | -3.2% | -14.9% | +11.7% | -2.2% |
| 30D | +15.7% | -15.4% | +31.0% | +16.8% |
| 3M | +37.3% | +88.0% | -50.7% | +27.5% |
| 6M | +63.1% | +138.8% | -75.7% | +43.9% |
| YTD | +15.4% | +225.4% | -210.1% | -6.8% |
| 1Y | +11.3% | +137.3% | -126.0% | -3.5% |
| All | +11.3% | +127.6% | -116.3% | -3.5% |
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 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