+877.5%
APP vs DLR
+55.0%
+822.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | +48.9% | -2.0% | +51.0% | +49.5% |
| 30D | +49.4% | +0.5% | +48.9% | +47.2% |
| 3M | +27.0% | -4.4% | +31.4% | +29.0% |
| 6M | -15.4% | -6.4% | -8.9% | -13.6% |
| YTD | -39.9% | +19.5% | -59.4% | -52.9% |
| 1Y | -32.0% | +10.5% | -42.5% | -42.1% |
| All | +877.5% | +55.0% | +822.4% | +537.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling