+555.6%
AAPL vs DT
+101.6%
+453.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +3.1% |
| 7D | -0.5% | -2.5% | +2.0% | +0.2% |
| 30D | +7.1% | +3.5% | +3.6% | +5.9% |
| 3M | +12.1% | +26.7% | -14.6% | +4.2% |
| 6M | +25.4% | +36.1% | -10.7% | +12.8% |
| YTD | +20.5% | +18.6% | +1.8% | +12.1% |
| 1Y | +44.5% | +7.9% | +36.6% | +38.1% |
| 3Y | +85.8% | +8.6% | +77.2% | +73.1% |
| 5Y | +124.8% | -26.7% | +151.4% | +123.2% |
| All | +555.6% | +101.6% | +453.9% | +345.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling