-45.3%
APP vs DE
+42.9%
-88.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.3% |
| 7D | -4.4% | -3.0% | -1.4% | -4.9% |
| 30D | -10.0% | +11.1% | -21.2% | -8.2% |
| 3M | -41.4% | +17.6% | -59.0% | -39.3% |
| 6M | -41.0% | +13.6% | -54.6% | -39.4% |
| YTD | -54.7% | +46.3% | -101.0% | -48.7% |
| 1Y | -45.3% | +44.2% | -89.5% | -38.4% |
| All | -45.3% | +42.9% | -88.2% | -38.4% |
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 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