+30.9%
DOCU vs ALLY
+63.1%
-32.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +6.9% | +3.7% | +3.2% | +5.4% |
| 30D | +19.0% | -2.3% | +21.3% | +20.0% |
| 3M | +34.3% | +3.8% | +30.5% | +32.0% |
| 6M | +48.0% | +9.7% | +38.3% | +41.1% |
| YTD | 0.0% | -1.4% | +1.4% | -0.4% |
| 1Y | -10.3% | +8.2% | -18.5% | -14.3% |
| All | +30.9% | +63.1% | -32.2% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling