+589.4%
APP vs DOCN
+236.1%
+353.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -7.2% | +17.8% | +12.1% |
| 7D | +4.5% | -20.0% | +24.6% | +9.2% |
| 30D | -3.6% | -38.8% | +35.1% | +5.5% |
| 3M | -35.3% | -34.8% | -0.4% | -30.6% |
| 6M | -42.8% | -22.8% | -20.0% | -43.9% |
| YTD | -59.7% | +74.6% | -134.3% | -70.2% |
| 1Y | -55.4% | +116.4% | -171.8% | -69.4% |
| All | +589.4% | +236.1% | +353.3% | +255.8% |
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