+243.5%
ALNY vs DOC
+23.6%
+219.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.6% | +5.4% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | -29.6% | +8.1% | -37.7% | -31.0% |
| 3M | -27.7% | +0.9% | -28.6% | -28.0% |
| 6M | -43.9% | +6.3% | -50.2% | -44.7% |
| YTD | -59.8% | +33.8% | -93.6% | -62.6% |
| 1Y | -64.6% | +21.6% | -86.3% | -66.4% |
| 3Y | -1.3% | +53.4% | -54.6% | -11.9% |
| 5Y | -7.6% | -21.0% | +13.4% | -5.6% |
| 10Y | +243.5% | +22.5% | +221.0% | +182.9% |
| All | +243.5% | +23.6% | +219.9% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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