+13.3%
DOC vs ALLY
+104.2%
-90.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.0% |
| 7D | +8.7% | +2.4% | +6.4% | +7.9% |
| 30D | +7.6% | +5.6% | +2.1% | +5.8% |
| 3M | -5.3% | -11.7% | +6.4% | -1.7% |
| 6M | +27.6% | -7.0% | +34.6% | +30.1% |
| YTD | +32.4% | -10.4% | +42.8% | +35.7% |
| 1Y | +22.9% | +2.4% | +20.5% | +20.6% |
| 3Y | +43.1% | +59.2% | -16.1% | +18.6% |
| 5Y | -21.4% | -5.0% | -16.4% | -26.6% |
| 10Y | +16.8% | +204.5% | -187.6% | -27.8% |
| All | +13.3% | +104.2% | -90.9% | -27.8% |
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