-17.0%
ALNY vs DOCU
-71.0%
+54.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -5.5% | -5.5% | +0.1% | -4.4% |
| 30D | -30.5% | +12.6% | -43.2% | -32.0% |
| 3M | -27.8% | +36.4% | -64.2% | -32.3% |
| 6M | -48.5% | +66.8% | -115.3% | -53.6% |
| YTD | -60.8% | +13.5% | -74.2% | -62.2% |
| 1Y | -64.6% | +11.3% | -75.9% | -65.8% |
| 3Y | -6.7% | +92.1% | -98.8% | -24.8% |
| All | -17.0% | -71.0% | +54.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 5y: compounded portfolio wealth divided by compounded DOCU 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…
5y analysis · Full analysis span regression · 6 months rolling