+503.8%
APP vs DD
+77.4%
+426.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.4% |
| 7D | +10.6% | +6.7% | +3.8% | +6.3% |
| 30D | +44.6% | +19.4% | +25.2% | +28.5% |
| 3M | +29.6% | +7.6% | +22.0% | +22.7% |
| 6M | -19.8% | +2.9% | -22.7% | -22.0% |
| YTD | -41.6% | +29.9% | -71.4% | -52.5% |
| 1Y | -32.7% | +28.6% | -61.3% | -44.9% |
| 3Y | +799.0% | +90.0% | +709.0% | +434.2% |
| 5Y | +250.4% | +68.1% | +182.2% | +109.2% |
| All | +503.8% | +77.4% | +426.4% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling