+500.0%
APP vs DOCN
+64.3%
+435.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.3% | +9.0% |
| 7D | +71.2% | -19.2% | +90.4% | +80.0% |
| 30D | +39.1% | -43.1% | +82.1% | +63.6% |
| 3M | +16.5% | -40.7% | +57.3% | +31.9% |
| 6M | -16.6% | -55.0% | +38.4% | +0.5% |
| YTD | -41.9% | +50.6% | -92.6% | -61.3% |
| 1Y | -37.0% | +54.0% | -91.0% | -58.4% |
| 3Y | +892.4% | +203.9% | +688.5% | +317.1% |
| 5Y | +297.3% | -29.4% | +326.7% | +166.0% |
| All | +500.0% | +64.3% | +435.8% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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