+338.9%
APP vs DE
+97.1%
+241.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -2.2% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -10.0% | +9.6% | -19.7% | -12.2% |
| 3M | -44.6% | +19.0% | -63.6% | -47.3% |
| 6M | -37.9% | +16.1% | -53.9% | -40.8% |
| YTD | -53.7% | +47.0% | -100.7% | -59.5% |
| 1Y | -43.0% | +43.1% | -86.1% | -49.8% |
| 3Y | +640.8% | +77.5% | +563.3% | +496.8% |
| All | +338.9% | +97.1% | +241.8% | +240.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling