-70.5%
DOCU vs ALLY
-7.4%
-63.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.2% |
| 7D | -3.2% | -1.1% | -2.1% | -2.7% |
| 30D | +15.7% | +4.2% | +11.5% | +12.7% |
| 3M | +37.3% | -12.4% | +49.7% | +47.8% |
| 6M | +63.1% | -8.7% | +71.8% | +69.9% |
| YTD | +15.4% | -11.6% | +27.0% | +21.3% |
| 1Y | +11.3% | +0.2% | +11.2% | +7.9% |
| 3Y | +92.1% | +57.1% | +35.0% | +26.9% |
| 5Y | -70.5% | -6.8% | -63.7% | -70.1% |
| All | -70.5% | -7.4% | -63.1% | -70.1% |
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