-37.4%
DOCS vs ALLY
-8.1%
-29.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.6% |
| 7D | -1.3% | -1.1% | -0.2% | -0.7% |
| 30D | +19.4% | +4.2% | +15.2% | +17.1% |
| 3M | +53.4% | -12.4% | +65.8% | +63.5% |
| 6M | +28.8% | -8.7% | +37.4% | +33.7% |
| YTD | -25.1% | -11.6% | -13.4% | -21.3% |
| 1Y | -48.1% | +0.2% | -48.3% | -49.0% |
| 3Y | +51.4% | +57.1% | -5.7% | +9.6% |
| 5Y | -51.1% | -6.8% | -44.3% | -51.2% |
| All | -37.4% | -8.1% | -29.3% | -34.6% |
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