+391.7%
APP vs DOCN
+154.9%
+236.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.2% |
| 7D | +0.9% | +1.1% | -0.3% | +0.3% |
| 30D | -23.3% | -9.6% | -13.6% | -21.3% |
| 3M | -42.6% | -37.7% | -5.0% | -34.1% |
| 6M | -33.6% | +115.2% | -148.8% | -57.8% |
| YTD | -52.4% | +133.7% | -186.2% | -71.5% |
| 1Y | -35.9% | +250.2% | -286.0% | -68.7% |
| 3Y | +642.2% | +320.3% | +321.9% | +193.3% |
| 5Y | +311.1% | +53.1% | +258.0% | +130.3% |
| All | +391.7% | +154.9% | +236.7% | +131.1% |
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