+446.2%
APP vs DOC
-16.2%
+462.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.2% | +31.3% | +31.2% |
| 7D | +39.7% | +6.2% | +33.5% | +35.4% |
| 30D | +27.7% | +6.5% | +21.3% | +23.4% |
| 3M | -14.8% | -6.2% | -8.5% | -11.7% |
| 6M | -25.5% | +25.6% | -51.1% | -35.1% |
| YTD | -47.2% | +32.1% | -79.2% | -55.5% |
| 1Y | -42.3% | +20.3% | -62.6% | -48.8% |
| 3Y | +806.8% | +42.7% | +764.1% | +592.5% |
| 5Y | +261.6% | -22.2% | +283.8% | +303.6% |
| All | +446.2% | -16.2% | +462.4% | +482.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling