+61.4%
ALNY vs DOCU
+104.2%
-42.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -5.5% | -5.5% | +0.1% | -4.3% |
| 30D | -30.5% | +12.6% | -43.2% | -32.3% |
| 3M | -27.8% | +36.4% | -64.2% | -33.1% |
| 6M | -48.5% | +66.8% | -115.3% | -54.6% |
| YTD | -60.8% | +13.5% | -74.2% | -62.5% |
| 1Y | -64.6% | +11.3% | -75.9% | -66.1% |
| 3Y | -6.7% | +92.1% | -98.8% | -27.1% |
| 5Y | -16.7% | -71.0% | +54.3% | -4.8% |
| All | +61.4% | +104.2% | -42.9% | +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 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