+106.5%
APA vs DOC
+21.7%
+84.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.4% |
| 7D | -15.6% | +6.2% | -21.8% | -13.6% |
| 30D | -0.9% | +6.5% | -7.4% | +1.5% |
| 3M | +26.1% | -6.2% | +32.3% | +23.9% |
| 6M | +6.1% | +25.6% | -19.5% | +16.0% |
| YTD | +82.8% | +32.1% | +50.8% | +100.6% |
| 1Y | +106.5% | +20.3% | +86.2% | +120.6% |
| All | +106.5% | +21.7% | +84.8% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling