+803.3%
APP vs DOCN
+182.8%
+620.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -15.9% | +46.9% | +33.6% |
| 7D | +39.7% | -29.3% | +69.0% | +47.3% |
| 30D | +27.7% | -46.0% | +73.8% | +41.3% |
| 3M | -14.8% | -43.2% | +28.4% | -7.6% |
| 6M | -25.5% | -53.7% | +28.2% | -17.6% |
| YTD | -47.2% | +46.9% | -94.1% | -60.2% |
| 1Y | -42.3% | +54.3% | -96.6% | -57.2% |
| All | +803.3% | +182.8% | +620.5% | +375.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling