+121,410.5%
AAPL vs DTE
+3,521.9%
+117,888.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.5% |
| 7D | -2.7% | +0.9% | -3.6% | -3.0% |
| 30D | +1.0% | -1.9% | +2.9% | +1.6% |
| 3M | +5.0% | -3.3% | +8.3% | +5.9% |
| 6M | +23.0% | -7.1% | +30.2% | +25.6% |
| YTD | +16.6% | +8.1% | +8.5% | +12.9% |
| 1Y | +33.4% | +5.3% | +28.2% | +30.1% |
| 3Y | +79.9% | +48.2% | +31.7% | +54.4% |
| 5Y | +109.0% | +33.2% | +75.8% | +85.2% |
| 10Y | +1,210.4% | +137.5% | +1,072.9% | +831.2% |
| All | +121,410.5% | +3,521.9% | +117,888.6% | +39,349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling