-61.5%
DOCS vs APD
+6.0%
-67.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -1.4% | -2.2% | +0.8% | -1.2% |
| 30D | +21.8% | +2.1% | +19.7% | +21.6% |
| 3M | +27.3% | +7.2% | +20.1% | +26.7% |
| 6M | -0.3% | +11.2% | -11.6% | -0.8% |
| YTD | -40.5% | +24.4% | -64.9% | -42.0% |
| 1Y | -61.5% | +6.7% | -68.2% | -60.8% |
| All | -61.5% | +6.0% | -67.6% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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