+154.8%
APA vs DOC
-24.5%
+179.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.7% |
| 7D | +0.5% | -1.5% | +2.0% | +1.0% |
| 30D | +23.4% | -4.8% | +28.2% | +24.9% |
| 3M | +12.7% | +6.9% | +5.8% | +10.1% |
| 6M | +39.4% | +20.7% | +18.7% | +29.7% |
| YTD | +79.0% | +34.1% | +44.8% | +59.0% |
| 1Y | +88.8% | +22.6% | +66.2% | +73.5% |
| 3Y | +6.4% | +20.8% | -14.5% | -2.5% |
| All | +154.8% | -24.5% | +179.3% | +201.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling