-54.2%
DOCS vs APA
+71.7%
-125.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.7% | -2.4% |
| 7D | -0.8% | -15.5% | +14.7% | +1.7% |
| 30D | +17.4% | +2.4% | +15.0% | +16.6% |
| 3M | +57.4% | +22.8% | +34.6% | +51.4% |
| 6M | +26.5% | +17.9% | +8.6% | +21.9% |
| YTD | -26.6% | +87.7% | -114.3% | -35.8% |
| 1Y | -48.1% | +94.2% | -142.2% | -55.0% |
| 3Y | +52.6% | +27.2% | +25.4% | +37.6% |
| All | -54.2% | +71.7% | -125.9% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling