+72.2%
DOCU vs ALLY
+106.6%
-34.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +6.9% | +3.7% | +3.2% | +5.7% |
| 30D | +19.0% | -2.3% | +21.3% | +19.9% |
| 3M | +34.3% | +3.8% | +30.5% | +32.4% |
| 6M | +48.0% | +9.7% | +38.3% | +42.3% |
| YTD | 0.0% | -1.4% | +1.4% | -0.4% |
| 1Y | -10.3% | +8.2% | -18.5% | -13.5% |
| 3Y | +32.4% | +66.5% | -34.1% | +9.0% |
| 5Y | -77.9% | +1.2% | -79.1% | -80.1% |
| All | +72.2% | +106.6% | -34.4% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling