-55.4%
APP vs DE
+49.6%
-105.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +11.0% |
| 7D | +4.5% | +5.6% | -1.1% | +5.8% |
| 30D | -3.6% | -0.8% | -2.8% | -3.7% |
| 3M | -35.3% | +9.8% | -45.1% | -33.7% |
| 6M | -42.8% | +17.5% | -60.3% | -40.1% |
| YTD | -59.7% | +46.5% | -106.1% | -49.5% |
| 1Y | -55.4% | +46.1% | -101.5% | -44.1% |
| All | -55.4% | +49.6% | -105.0% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling