-47.3%
DOCS vs APA
+107.6%
-155.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.9% | +13.2% | +5.7% |
| 7D | +1.2% | -13.0% | +14.2% | +0.2% |
| 30D | +21.3% | +2.0% | +19.3% | +21.3% |
| 3M | +58.4% | +24.9% | +33.5% | +61.3% |
| 6M | +39.3% | +7.2% | +32.1% | +40.8% |
| YTD | -21.7% | +87.1% | -108.8% | -13.2% |
| 1Y | -47.3% | +107.2% | -154.5% | -43.5% |
| All | -47.3% | +107.6% | -155.0% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling