+27.9%
APD vs DOCU
-78.0%
+105.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.3% |
| 7D | -2.2% | +6.9% | -9.1% | -2.7% |
| 30D | +2.1% | +19.0% | -16.9% | +0.6% |
| 3M | +7.2% | +34.3% | -27.1% | +4.3% |
| 6M | +11.2% | +48.0% | -36.8% | +7.0% |
| YTD | +24.4% | 0.0% | +24.4% | +23.9% |
| 1Y | +6.7% | -10.3% | +16.9% | +7.1% |
| 3Y | +9.2% | +32.4% | -23.2% | +3.6% |
| All | +27.9% | -78.0% | +105.9% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling