+26.8%
APA vs DOC
+43.5%
-16.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.1% | -10.0% | -7.2% |
| 7D | -13.0% | +8.7% | -21.7% | -13.8% |
| 30D | +2.0% | +7.6% | -5.7% | +1.0% |
| 3M | +24.9% | -5.3% | +30.2% | +25.7% |
| 6M | +7.2% | +27.6% | -20.4% | +1.3% |
| YTD | +87.1% | +32.4% | +54.7% | +72.6% |
| 1Y | +107.2% | +22.9% | +84.3% | +96.2% |
| All | +26.8% | +43.5% | -16.7% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling