+391.7%
APP vs DLR
+55.8%
+335.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | +0.9% | +1.6% | -0.7% | -0.4% |
| 30D | -23.3% | -3.4% | -19.9% | -21.3% |
| 3M | -42.6% | +0.5% | -43.1% | -43.9% |
| 6M | -33.6% | +4.6% | -38.2% | -37.7% |
| YTD | -52.4% | +23.4% | -75.8% | -61.6% |
| 1Y | -35.9% | +19.0% | -54.9% | -47.0% |
| 3Y | +642.2% | +56.5% | +585.7% | +406.7% |
| 5Y | +311.1% | +33.3% | +277.8% | +182.8% |
| All | +391.7% | +55.8% | +335.9% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling