-50.3%
DOCS vs APA
+126.9%
-177.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.2% |
| 7D | -1.4% | +0.5% | -2.0% | -1.5% |
| 30D | +21.8% | +23.4% | -1.6% | +17.6% |
| 3M | +27.3% | +12.7% | +14.6% | +24.2% |
| 6M | -0.3% | +39.4% | -39.8% | -7.0% |
| YTD | -40.5% | +79.0% | -119.4% | -47.3% |
| 1Y | -61.5% | +88.8% | -150.4% | -66.5% |
| 3Y | +8.2% | +6.4% | +1.8% | +1.3% |
| 5Y | -73.4% | +153.0% | -226.4% | -79.3% |
| All | -50.3% | +126.9% | -177.2% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling