+378.5%
APP vs DE
+89.7%
+288.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -2.3% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -10.0% | +9.6% | -19.7% | -12.0% |
| 3M | -44.6% | +19.0% | -63.6% | -47.0% |
| 6M | -37.9% | +16.1% | -53.9% | -40.5% |
| YTD | -53.7% | +47.0% | -100.7% | -58.9% |
| 1Y | -43.0% | +43.1% | -86.1% | -49.1% |
| 3Y | +640.8% | +77.5% | +563.3% | +512.6% |
| 5Y | +358.8% | +96.4% | +262.5% | +254.4% |
| All | +378.5% | +89.7% | +288.9% | +278.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling