+321.4%
APP vs DOCS
-19.4%
+340.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.3% | +35.3% | +32.6% |
| 7D | +39.7% | -1.3% | +41.0% | +40.1% |
| 30D | +27.7% | +19.4% | +8.3% | +19.1% |
| 3M | -14.8% | +53.4% | -68.2% | -29.3% |
| 6M | -25.5% | +28.8% | -54.3% | -35.3% |
| YTD | -47.2% | -25.1% | -22.1% | -43.8% |
| 1Y | -42.3% | -48.1% | +5.9% | -30.0% |
| 3Y | +806.8% | +51.4% | +755.4% | +565.7% |
| 5Y | +261.6% | -51.1% | +312.7% | +257.0% |
| All | +321.4% | -19.4% | +340.8% | +309.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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