+79.9%
AAPL vs DD
+47.1%
+32.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | +1.0% | -7.4% | +8.4% | +3.7% |
| 3M | +5.0% | -6.4% | +11.4% | +7.1% |
| 6M | +23.0% | -2.5% | +25.5% | +23.0% |
| YTD | +16.6% | +10.2% | +6.4% | +10.9% |
| 1Y | +33.4% | +36.9% | -3.5% | +15.7% |
| 3Y | +79.9% | +47.0% | +32.9% | +47.0% |
| All | +79.9% | +47.1% | +32.8% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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