-21.4%
DOC vs ALLY
-6.3%
-15.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.1% |
| 7D | +8.7% | +2.4% | +6.4% | +8.0% |
| 30D | +7.6% | +5.6% | +2.1% | +6.0% |
| 3M | -5.3% | -11.7% | +6.4% | -2.0% |
| 6M | +27.6% | -7.0% | +34.6% | +29.9% |
| YTD | +32.4% | -10.4% | +42.8% | +35.5% |
| 1Y | +22.9% | +2.4% | +20.5% | +20.8% |
| 3Y | +43.1% | +59.2% | -16.1% | +19.9% |
| 5Y | -21.4% | -5.0% | -16.4% | -27.4% |
| All | -21.4% | -6.3% | -15.1% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling