+316.8%
APP vs DECK
+57.6%
+259.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.0% | +4.7% | +8.0% |
| 7D | +4.5% | +10.4% | -5.8% | +0.1% |
| 30D | -3.6% | +11.1% | -14.7% | -8.0% |
| 3M | -35.3% | -10.8% | -24.5% | -31.9% |
| 6M | -42.8% | -8.7% | -34.0% | -41.1% |
| YTD | -59.7% | -14.0% | -45.6% | -59.1% |
| 1Y | -55.4% | +12.0% | -67.4% | -60.9% |
| 3Y | +592.0% | -10.5% | +602.5% | +492.8% |
| 5Y | +175.7% | +28.5% | +147.3% | +49.5% |
| All | +316.8% | +57.6% | +259.2% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 all: compounded portfolio wealth divided by compounded DECK 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…
all analysis · Full analysis span regression · 6 months rolling