+196.4%
DOCN vs ALLY
+57.0%
+139.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.3% | -14.5% | -15.1% |
| 7D | -29.3% | -1.1% | -28.1% | -28.7% |
| 30D | -46.0% | +4.2% | -50.2% | -47.3% |
| 3M | -43.2% | -12.4% | -30.8% | -38.9% |
| 6M | -53.7% | -8.7% | -45.0% | -51.9% |
| YTD | +46.9% | -11.6% | +58.6% | +54.2% |
| 1Y | +54.3% | +0.2% | +54.2% | +48.1% |
| All | +196.4% | +57.0% | +139.4% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling