+84.5%
AAPL vs DTE
+45.3%
+39.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.8% | +3.7% |
| 7D | -0.5% | -2.0% | +1.5% | -0.3% |
| 30D | +7.1% | -2.4% | +9.5% | +7.3% |
| 3M | +12.1% | -7.3% | +19.4% | +12.8% |
| 6M | +25.4% | -7.6% | +33.1% | +26.2% |
| YTD | +20.5% | +5.8% | +14.6% | +18.7% |
| 1Y | +44.5% | +2.3% | +42.2% | +43.1% |
| All | +84.5% | +45.3% | +39.2% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling