-35.6%
DOCN vs APA
+71.7%
-107.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.8% |
| 7D | -19.2% | -15.5% | -3.6% | -15.3% |
| 30D | -43.1% | +2.4% | -45.4% | -43.6% |
| 3M | -40.7% | +22.8% | -63.5% | -44.7% |
| 6M | -55.0% | +17.9% | -72.9% | -57.8% |
| YTD | +50.6% | +87.7% | -37.1% | +20.2% |
| 1Y | +54.0% | +94.2% | -40.2% | +21.2% |
| 3Y | +203.9% | +27.2% | +176.7% | +155.8% |
| All | -35.6% | +71.7% | -107.3% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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