+528.8%
APP vs DLR
+49.9%
+478.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.4% | +2.3% |
| 7D | +79.2% | +2.4% | +76.8% | +74.3% |
| 30D | +48.0% | +0.7% | +47.2% | +45.6% |
| 3M | +18.2% | -6.4% | +24.7% | +22.1% |
| 6M | -12.5% | -6.5% | -6.0% | -11.0% |
| YTD | -39.2% | +18.8% | -57.9% | -50.2% |
| 1Y | -33.9% | +9.0% | -42.9% | -41.7% |
| 3Y | +933.3% | +54.5% | +878.8% | +604.0% |
| 5Y | +295.9% | +35.8% | +260.0% | +182.3% |
| All | +528.8% | +49.9% | +478.9% | +348.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling