+80.4%
DOV vs ABCL
-80.5%
+161.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | +0.1% |
| 7D | -1.9% | -3.2% | +1.3% | -1.8% |
| 30D | +8.3% | -7.4% | +15.7% | +8.6% |
| 3M | -3.1% | +81.9% | -85.0% | -8.3% |
| 6M | -9.8% | +135.7% | -145.5% | -17.3% |
| YTD | +5.2% | +247.4% | -242.2% | -7.4% |
| 1Y | +15.3% | +162.3% | -146.9% | +3.8% |
| 3Y | +58.8% | +165.5% | -106.7% | +36.9% |
| 5Y | +26.6% | -21.3% | +47.8% | +12.9% |
| All | +80.4% | -80.5% | +161.0% | +64.7% |
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