+22.6%
DOC vs ALLY
+9.5%
+13.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -1.5% | +3.7% | -5.2% | -2.2% |
| 30D | -4.8% | -2.3% | -2.5% | -4.3% |
| 3M | +6.9% | +3.8% | +3.1% | +5.8% |
| 6M | +20.7% | +9.7% | +11.0% | +18.5% |
| YTD | +34.1% | -1.4% | +35.6% | +33.8% |
| 1Y | +22.6% | +8.2% | +14.4% | +19.1% |
| All | +22.6% | +9.5% | +13.1% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling