+45.0%
AAPL vs DTE
+1.0%
+44.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.6% |
| 7D | +3.8% | -2.6% | +6.4% | +3.5% |
| 30D | +9.9% | -4.4% | +14.3% | +9.4% |
| 3M | +12.5% | -8.3% | +20.8% | +11.4% |
| 6M | +27.6% | -8.1% | +35.7% | +26.5% |
| YTD | +22.6% | +4.4% | +18.1% | +23.5% |
| 1Y | +45.0% | +0.2% | +44.8% | +47.9% |
| All | +45.0% | +1.0% | +44.0% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling