+391.7%
APP vs DECK
+51.8%
+339.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.7% | +1.5% |
| 7D | +0.9% | -2.2% | +3.1% | +1.8% |
| 30D | -23.3% | -13.6% | -9.7% | -18.2% |
| 3M | -42.6% | -21.2% | -21.4% | -36.8% |
| 6M | -33.6% | -21.1% | -12.5% | -27.4% |
| YTD | -52.4% | -17.2% | -35.2% | -50.9% |
| 1Y | -35.9% | -30.7% | -5.1% | -29.0% |
| 3Y | +642.2% | -3.4% | +645.6% | +491.8% |
| 5Y | +311.1% | +25.5% | +285.5% | +123.6% |
| All | +391.7% | +51.8% | +339.9% | +167.3% |
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