+175.7%
APP vs DOC
-22.8%
+198.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +9.0% |
| 7D | +4.5% | +8.7% | -4.2% | -0.1% |
| 30D | -3.6% | +7.6% | -11.3% | -7.5% |
| 3M | -35.3% | -5.3% | -30.0% | -33.1% |
| 6M | -42.8% | +27.6% | -70.4% | -50.9% |
| YTD | -59.7% | +32.4% | -92.1% | -66.4% |
| 1Y | -55.4% | +22.9% | -78.2% | -61.2% |
| 3Y | +592.0% | +43.1% | +548.9% | +417.0% |
| 5Y | +175.7% | -21.4% | +197.1% | +224.9% |
| All | +175.7% | -22.8% | +198.6% | +224.9% |
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