-37.4%
DOCS vs APA
+131.9%
-169.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.9% |
| 7D | -1.3% | -15.6% | +14.3% | +1.1% |
| 30D | +19.4% | -0.9% | +20.3% | +19.2% |
| 3M | +53.4% | +26.1% | +27.3% | +46.8% |
| 6M | +28.8% | +6.1% | +22.7% | +26.2% |
| YTD | -25.1% | +82.8% | -107.9% | -34.1% |
| 1Y | -48.1% | +106.5% | -154.6% | -55.7% |
| 3Y | +51.4% | +21.9% | +29.5% | +37.6% |
| 5Y | -51.1% | +69.7% | -120.8% | -59.2% |
| All | -37.4% | +131.9% | -169.3% | -54.1% |
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