+65.4%
ALNY vs DOCU
+110.9%
-45.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.2% | +2.2% | +4.7% |
| 7D | -0.8% | -0.4% | -0.3% | -0.6% |
| 30D | -29.6% | +12.9% | -42.5% | -31.4% |
| 3M | -27.7% | +35.1% | -62.8% | -32.8% |
| 6M | -43.9% | +76.2% | -120.1% | -51.0% |
| YTD | -59.8% | +17.2% | -77.0% | -61.9% |
| 1Y | -64.6% | +16.4% | -81.0% | -66.5% |
| 3Y | -1.3% | +95.6% | -96.8% | -23.0% |
| 5Y | -7.6% | -68.5% | +60.9% | +3.4% |
| All | +65.4% | +110.9% | -45.5% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling