+506.6%
APP vs DE
+92.0%
+414.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | +61.1% | +3.3% | +57.8% | +60.0% |
| 30D | +42.8% | +10.7% | +32.0% | +39.5% |
| 3M | +16.7% | +13.1% | +3.5% | +13.1% |
| 6M | -15.6% | +20.2% | -35.8% | -19.6% |
| YTD | -41.3% | +48.9% | -90.2% | -48.2% |
| 1Y | -39.3% | +46.6% | -85.9% | -46.3% |
| 3Y | +803.2% | +91.4% | +711.8% | +627.1% |
| 5Y | +313.2% | +108.1% | +205.0% | +223.8% |
| All | +506.6% | +92.0% | +414.6% | +377.4% |
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