-55.4%
APP vs DLR
+11.0%
-66.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.1% | +9.9% |
| 7D | +4.5% | +2.8% | +1.7% | +3.8% |
| 30D | -3.6% | +2.8% | -6.4% | -4.4% |
| 3M | -35.3% | -4.0% | -31.3% | -34.8% |
| 6M | -42.8% | -5.6% | -37.2% | -41.7% |
| YTD | -59.7% | +21.9% | -81.6% | -66.4% |
| 1Y | -55.4% | +13.0% | -68.4% | -60.1% |
| All | -55.4% | +11.0% | -66.3% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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