+99.2%
DOCU vs ABCL
+164.7%
-65.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -3.7% | -10.0% | +6.3% | -2.9% |
| 30D | +15.0% | -10.9% | +25.8% | +15.9% |
| 3M | +39.9% | +101.6% | -61.7% | +27.9% |
| 6M | +66.2% | +167.5% | -101.4% | +44.7% |
| YTD | +17.7% | +259.1% | -241.4% | -2.4% |
| 1Y | +13.7% | +152.2% | -138.5% | -2.0% |
| All | +99.2% | +164.7% | -65.4% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling