-37.4%
DOCS vs APD
+20.5%
-57.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.3% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | +19.4% | +10.1% | +9.3% | +15.7% |
| 3M | +53.4% | +4.9% | +48.5% | +50.9% |
| 6M | +28.8% | +2.5% | +26.3% | +27.5% |
| YTD | -25.1% | +27.8% | -52.9% | -32.0% |
| 1Y | -48.1% | +32.9% | -81.0% | -53.8% |
| 3Y | +51.4% | +13.4% | +38.0% | +37.8% |
| 5Y | -51.1% | +12.8% | -63.9% | -60.8% |
| All | -37.4% | +20.5% | -57.9% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling