+1,278.0%
AAPL vs DTE
+137.8%
+1,140.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.2% |
| 7D | +3.8% | -2.6% | +6.4% | +4.8% |
| 30D | +9.9% | -4.4% | +14.3% | +11.7% |
| 3M | +12.5% | -8.3% | +20.8% | +15.8% |
| 6M | +27.6% | -8.1% | +35.7% | +30.9% |
| YTD | +22.6% | +4.4% | +18.1% | +19.5% |
| 1Y | +45.0% | +0.2% | +44.8% | +43.4% |
| 3Y | +87.8% | +42.6% | +45.1% | +59.3% |
| 5Y | +128.7% | +31.5% | +97.2% | +99.6% |
| All | +1,278.0% | +137.8% | +1,140.2% | +900.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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