-73.2%
DOCS vs ALLY
+1.6%
-74.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -1.4% | +3.7% | -5.1% | -3.1% |
| 30D | +21.8% | -2.3% | +24.1% | +22.9% |
| 3M | +27.3% | +3.8% | +23.5% | +24.5% |
| 6M | -0.3% | +9.7% | -10.0% | -6.1% |
| YTD | -40.5% | -1.4% | -39.1% | -40.8% |
| 1Y | -61.5% | +8.2% | -69.8% | -63.7% |
| 3Y | +8.2% | +66.5% | -58.3% | -23.6% |
| All | -73.2% | +1.6% | -74.8% | -74.5% |
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