+589.4%
APP vs DOC
+43.5%
+545.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +9.5% |
| 7D | +4.5% | +8.7% | -4.2% | +1.4% |
| 30D | -3.6% | +7.6% | -11.3% | -6.2% |
| 3M | -35.3% | -5.3% | -30.0% | -33.8% |
| 6M | -42.8% | +27.6% | -70.4% | -47.9% |
| YTD | -59.7% | +32.4% | -92.1% | -64.0% |
| 1Y | -55.4% | +22.9% | -78.2% | -58.9% |
| All | +589.4% | +43.5% | +545.9% | +470.8% |
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