+979.9%
APA vs DTE
+3,620.6%
-2,640.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.4% |
| 7D | +8.5% | +3.4% | +5.1% | +6.4% |
| 30D | +2.8% | +8.9% | -6.1% | -2.4% |
| 3M | +21.7% | +1.1% | +20.7% | +20.5% |
| 6M | +32.6% | +0.1% | +32.5% | +31.2% |
| YTD | +103.7% | +11.1% | +92.6% | +88.7% |
| 1Y | +101.8% | +4.9% | +96.9% | +93.2% |
| 3Y | +48.1% | +58.6% | -10.5% | +9.4% |
| 5Y | +91.9% | +47.3% | +44.6% | +45.9% |
| 10Y | +8.4% | +151.3% | -143.0% | -34.8% |
| All | +979.9% | +3,620.6% | -2,640.6% | +152.1% |
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