+97.7%
DOCN vs ALLY
+7.1%
+90.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.8% | -11.0% | -9.3% |
| 7D | -20.0% | +2.4% | -22.4% | -21.2% |
| 30D | -38.8% | +5.6% | -44.3% | -40.8% |
| 3M | -34.8% | -11.7% | -23.1% | -30.4% |
| 6M | -22.8% | -7.0% | -15.7% | -20.5% |
| YTD | +74.6% | -10.4% | +85.0% | +81.3% |
| 1Y | +116.4% | +2.4% | +114.1% | +106.8% |
| 3Y | +239.3% | +59.2% | +180.1% | +147.3% |
| 5Y | -20.2% | -5.0% | -15.2% | -27.7% |
| All | +97.7% | +7.1% | +90.6% | +79.2% |
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