-31.1%
DOCN vs APD
+15.3%
-46.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.9% | -12.9% | -14.3% |
| 7D | -29.3% | -0.7% | -28.6% | -29.0% |
| 30D | -46.0% | +10.1% | -56.2% | -48.9% |
| 3M | -43.2% | +4.9% | -48.1% | -45.2% |
| 6M | -53.7% | +2.5% | -56.2% | -55.2% |
| YTD | +46.9% | +27.8% | +19.1% | +23.4% |
| 1Y | +54.3% | +32.9% | +21.5% | +24.5% |
| 3Y | +185.5% | +13.4% | +172.2% | +151.5% |
| 5Y | -31.1% | +12.8% | -43.9% | -48.3% |
| All | -31.1% | +15.3% | -46.4% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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