+520.8%
APP vs DE
+93.2%
+427.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +48.9% | +2.3% | +46.7% | +48.2% |
| 30D | +49.4% | +9.3% | +40.1% | +46.5% |
| 3M | +27.0% | +12.2% | +14.8% | +23.4% |
| 6M | -15.4% | +18.1% | -33.5% | -19.1% |
| YTD | -39.9% | +49.8% | -89.7% | -47.0% |
| 1Y | -32.0% | +46.4% | -78.3% | -39.8% |
| 3Y | +824.3% | +92.5% | +731.8% | +643.3% |
| 5Y | +252.4% | +107.4% | +145.0% | +176.1% |
| All | +520.8% | +93.2% | +427.6% | +388.0% |
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