+29.9%
AAPL vs DT
-5.1%
+35.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.3% |
| 7D | +1.7% | -25.5% | +27.2% | +3.3% |
| 30D | +5.0% | -22.3% | +27.3% | +6.4% |
| 3M | +13.1% | +2.3% | +10.7% | +12.7% |
| 6M | +26.5% | +20.7% | +5.8% | +25.1% |
| YTD | +28.9% | +7.9% | +21.0% | +29.3% |
| 1Y | +29.9% | -5.7% | +35.6% | +33.7% |
| All | +29.9% | -5.1% | +35.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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