+97.7%
DOCN vs APA
+178.4%
-80.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.9% | -0.3% | -5.3% |
| 7D | -20.0% | -13.0% | -7.1% | -17.2% |
| 30D | -38.8% | +2.0% | -40.7% | -39.4% |
| 3M | -34.8% | +24.9% | -59.7% | -39.5% |
| 6M | -22.8% | +7.2% | -29.9% | -25.8% |
| YTD | +74.6% | +87.1% | -12.5% | +40.2% |
| 1Y | +116.4% | +107.2% | +9.3% | +67.7% |
| 3Y | +239.3% | +24.7% | +214.6% | +188.9% |
| 5Y | -20.2% | +78.5% | -98.7% | -41.8% |
| All | +97.7% | +178.4% | -80.7% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling