+333.0%
APP vs DOCS
-73.4%
+406.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +3.4% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | -23.3% | +21.8% | -45.1% | -31.1% |
| 3M | -42.6% | +27.3% | -69.9% | -49.6% |
| 6M | -33.6% | -0.3% | -33.3% | -36.5% |
| YTD | -52.4% | -40.5% | -11.9% | -43.4% |
| 1Y | -35.9% | -61.5% | +25.7% | -8.6% |
| 3Y | +642.2% | +8.2% | +634.0% | +484.2% |
| All | +333.0% | -73.4% | +406.4% | +473.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling