+333.0%
APP vs DOC
-24.5%
+357.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.2% |
| 7D | +0.9% | -1.5% | +2.4% | +1.7% |
| 30D | -23.3% | -4.8% | -18.5% | -21.0% |
| 3M | -42.6% | +6.9% | -49.5% | -44.6% |
| 6M | -33.6% | +20.7% | -54.4% | -40.8% |
| YTD | -52.4% | +34.1% | -86.6% | -60.4% |
| 1Y | -35.9% | +22.6% | -58.5% | -43.8% |
| 3Y | +642.2% | +20.8% | +621.4% | +542.1% |
| All | +333.0% | -24.5% | +357.5% | +357.8% |
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 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