+70.5%
DOCN vs ALLY
+3.9%
+66.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.5% |
| 7D | -19.2% | +0.9% | -20.1% | -19.7% |
| 30D | -43.1% | +3.1% | -46.1% | -44.1% |
| 3M | -40.7% | -12.6% | -28.1% | -36.3% |
| 6M | -55.0% | -12.4% | -42.5% | -52.0% |
| YTD | +50.6% | -13.2% | +63.8% | +59.3% |
| 1Y | +54.0% | +1.8% | +52.1% | +47.6% |
| 3Y | +203.9% | +58.0% | +145.9% | +122.7% |
| 5Y | -29.4% | -8.4% | -20.9% | -34.8% |
| All | +70.5% | +3.9% | +66.6% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling