+164.6%
DOCN vs APD
+25.9%
+138.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.3% |
| 7D | +1.1% | -2.2% | +3.3% | +2.2% |
| 30D | -9.6% | +2.1% | -11.7% | -11.1% |
| 3M | -37.7% | +7.2% | -44.9% | -40.9% |
| 6M | +115.2% | +11.2% | +104.0% | +99.9% |
| YTD | +133.7% | +24.4% | +109.3% | +101.8% |
| 1Y | +250.2% | +6.7% | +243.5% | +229.4% |
| 3Y | +320.3% | +9.2% | +311.0% | +283.8% |
| 5Y | +53.1% | +27.4% | +25.7% | +12.6% |
| All | +164.6% | +25.9% | +138.8% | +85.9% |
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