+62.8%
DOCS vs APD
+16.8%
+46.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.5% | +6.0% |
| 7D | +1.2% | +3.8% | -2.6% | +0.6% |
| 30D | +21.3% | +14.1% | +7.2% | +18.7% |
| 3M | +58.4% | +8.2% | +50.2% | +56.4% |
| 6M | +39.3% | +7.5% | +31.8% | +37.7% |
| YTD | -21.7% | +31.7% | -53.4% | -25.6% |
| 1Y | -47.3% | +35.1% | -82.4% | -50.3% |
| All | +62.8% | +16.8% | +46.0% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling