+446.2%
APP vs DOCN
+60.2%
+385.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -15.9% | +46.9% | +36.2% |
| 7D | +39.7% | -29.3% | +69.0% | +53.9% |
| 30D | +27.7% | -46.0% | +73.8% | +52.9% |
| 3M | -14.8% | -43.2% | +28.4% | -2.0% |
| 6M | -25.5% | -53.7% | +28.2% | -11.6% |
| YTD | -47.2% | +46.9% | -94.1% | -64.5% |
| 1Y | -42.3% | +54.3% | -96.6% | -62.1% |
| 3Y | +806.8% | +185.5% | +621.3% | +290.9% |
| 5Y | +261.6% | -31.1% | +292.7% | +144.0% |
| All | +446.2% | +60.2% | +385.9% | +187.7% |
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