+8.9%
DOCS vs APA
+5.6%
+3.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.4% |
| 7D | -1.4% | +0.5% | -2.0% | -1.5% |
| 30D | +21.8% | +23.4% | -1.6% | +18.7% |
| 3M | +27.3% | +12.7% | +14.6% | +25.2% |
| 6M | -0.3% | +39.4% | -39.8% | -5.6% |
| YTD | -40.5% | +79.0% | -119.4% | -46.1% |
| 1Y | -61.5% | +88.8% | -150.4% | -65.7% |
| All | +8.9% | +5.6% | +3.3% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling