+95.3%
AAPL vs DT
-11.4%
+106.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +4.1% | +3.1% | +1.0% | +3.6% |
| 30D | +4.0% | -29.5% | +33.5% | +10.3% |
| 3M | +16.8% | -11.7% | +28.5% | +18.6% |
| 6M | +19.4% | +29.0% | -9.6% | +11.8% |
| YTD | +31.5% | +3.4% | +28.1% | +28.8% |
| 1Y | +31.0% | -4.2% | +35.2% | +31.1% |
| 3Y | +95.3% | -12.8% | +108.1% | +94.8% |
| All | +95.3% | -11.4% | +106.7% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling