+164.6%
DOCN vs ALLY
+17.9%
+146.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +1.1% | +3.7% | -2.5% | -1.0% |
| 30D | -9.6% | -2.3% | -7.4% | -8.4% |
| 3M | -37.7% | +3.8% | -41.5% | -39.4% |
| 6M | +115.2% | +9.7% | +105.5% | +100.5% |
| YTD | +133.7% | -1.4% | +135.1% | +131.0% |
| 1Y | +250.2% | +8.2% | +241.9% | +225.6% |
| 3Y | +320.3% | +66.5% | +253.8% | +199.4% |
| 5Y | +53.1% | +1.2% | +51.9% | +31.5% |
| All | +164.6% | +17.9% | +146.7% | +128.3% |
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