+1,254.4%
AAPL vs DG
+99.2%
+1,155.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.8% | +3.8% |
| 7D | -0.5% | -6.3% | +5.8% | +0.6% |
| 30D | +7.1% | +2.4% | +4.7% | +6.6% |
| 3M | +12.1% | +12.4% | -0.3% | +9.7% |
| 6M | +25.4% | -14.9% | +40.4% | +28.4% |
| YTD | +20.5% | -6.1% | +26.5% | +20.9% |
| 1Y | +44.5% | +17.9% | +26.7% | +38.6% |
| 3Y | +85.8% | +3.1% | +82.6% | +75.1% |
| 5Y | +124.8% | -38.7% | +163.4% | +146.3% |
| All | +1,254.4% | +99.2% | +1,155.2% | +1,061.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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