+48.1%
APA vs DTE
+57.1%
-9.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | +8.5% | +3.4% | +5.1% | +7.4% |
| 30D | +2.8% | +8.9% | -6.1% | -0.2% |
| 3M | +21.7% | +1.1% | +20.7% | +21.2% |
| 6M | +32.6% | +0.1% | +32.5% | +32.0% |
| YTD | +103.7% | +11.1% | +92.6% | +91.4% |
| 1Y | +101.8% | +4.9% | +96.9% | +94.6% |
| 3Y | +48.1% | +58.6% | -10.5% | +13.5% |
| All | +48.1% | +57.1% | -9.1% | +13.5% |
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