+70.5%
DOCN vs ALNY
+11.9%
+58.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | -19.2% | -5.5% | -13.7% | -17.9% |
| 30D | -43.1% | -30.5% | -12.5% | -38.1% |
| 3M | -40.7% | -27.8% | -12.9% | -36.7% |
| 6M | -55.0% | -48.5% | -6.4% | -48.9% |
| YTD | +50.6% | -60.8% | +111.4% | +84.6% |
| 1Y | +54.0% | -64.6% | +118.5% | +94.3% |
| 3Y | +203.9% | -6.7% | +210.6% | +160.8% |
| 5Y | -29.4% | -16.7% | -12.6% | -40.4% |
| All | +70.5% | +11.9% | +58.6% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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