+38.5%
APA vs DOCU
+111.8%
-73.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.0% | -6.9% |
| 7D | -13.0% | -3.7% | -9.2% | -12.5% |
| 30D | +2.0% | +15.0% | -13.0% | 0.0% |
| 3M | +24.9% | +39.9% | -15.0% | +19.0% |
| 6M | +7.2% | +66.2% | -59.0% | -0.8% |
| YTD | +87.1% | +17.7% | +69.4% | +80.5% |
| 1Y | +107.2% | +13.7% | +93.5% | +100.6% |
| 3Y | +24.7% | +95.9% | -71.2% | +8.6% |
| 5Y | +78.5% | -71.7% | +150.2% | +86.8% |
| All | +38.5% | +111.8% | -73.3% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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