-52.3%
DOCS vs ALLY
-6.3%
-46.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.8% | +2.6% | +4.5% |
| 7D | +1.2% | +2.4% | -1.2% | +0.1% |
| 30D | +21.3% | +5.6% | +15.7% | +18.2% |
| 3M | +58.4% | -11.7% | +70.1% | +68.0% |
| 6M | +39.3% | -7.0% | +46.3% | +43.3% |
| YTD | -21.7% | -10.4% | -11.3% | -18.3% |
| 1Y | -47.3% | +2.4% | -49.7% | -48.8% |
| 3Y | +58.2% | +59.2% | -1.1% | +13.8% |
| 5Y | -52.3% | -5.0% | -47.3% | -52.1% |
| All | -52.3% | -6.3% | -46.0% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling