+97.7%
DOCN vs APD
+33.2%
+64.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.9% | -9.0% | -8.1% |
| 7D | -20.0% | +3.8% | -23.8% | -21.7% |
| 30D | -38.8% | +14.1% | -52.9% | -43.0% |
| 3M | -34.8% | +8.2% | -43.0% | -38.1% |
| 6M | -22.8% | +7.5% | -30.3% | -26.9% |
| YTD | +74.6% | +31.7% | +42.9% | +45.5% |
| 1Y | +116.4% | +35.1% | +81.4% | +74.9% |
| 3Y | +239.3% | +16.8% | +222.5% | +196.1% |
| 5Y | -20.2% | +19.4% | -39.6% | -42.4% |
| All | +97.7% | +33.2% | +64.5% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling