+95.3%
DOCU vs ALLY
+82.0%
+13.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | -5.5% | +0.9% | -6.5% | -5.9% |
| 30D | +12.6% | +3.1% | +9.6% | +11.4% |
| 3M | +36.4% | -12.6% | +49.0% | +42.3% |
| 6M | +66.8% | -12.4% | +79.2% | +73.3% |
| YTD | +13.5% | -13.2% | +26.6% | +17.6% |
| 1Y | +11.3% | +1.8% | +9.5% | +9.4% |
| 3Y | +92.1% | +58.0% | +34.1% | +61.3% |
| 5Y | -71.0% | -8.4% | -62.6% | -72.8% |
| All | +95.3% | +82.0% | +13.4% | +73.8% |
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