+14.8%
DOC vs ALLY
+124.8%
-110.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -1.5% | +3.7% | -5.2% | -2.6% |
| 30D | -4.8% | -2.3% | -2.5% | -4.2% |
| 3M | +6.9% | +3.8% | +3.1% | +5.4% |
| 6M | +20.7% | +9.7% | +11.0% | +16.7% |
| YTD | +34.1% | -1.4% | +35.6% | +33.7% |
| 1Y | +22.6% | +8.2% | +14.4% | +18.2% |
| 3Y | +20.8% | +66.5% | -45.6% | -1.3% |
| 5Y | -24.9% | +1.2% | -26.1% | -31.4% |
| 10Y | -1.8% | +191.4% | -193.3% | -40.0% |
| All | +14.8% | +124.8% | -110.0% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling