-69.7%
DOCU vs ABCL
-81.3%
+11.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.9% |
| 7D | +6.9% | +0.7% | +6.2% | +6.7% |
| 30D | +19.0% | +93.1% | -74.1% | +1.4% |
| 3M | +34.3% | +79.4% | -45.1% | +14.4% |
| 6M | +48.0% | +214.9% | -166.9% | +8.7% |
| YTD | 0.0% | +234.2% | -234.2% | -28.5% |
| 1Y | -10.3% | +174.8% | -185.0% | -34.4% |
| 3Y | +32.4% | +104.5% | -72.1% | -4.5% |
| 5Y | -77.9% | -39.0% | -38.9% | -79.8% |
| All | -69.7% | -81.3% | +11.6% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling