+500.0%
APP vs DLR
+45.0%
+455.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.1% | +10.1% |
| 7D | +71.2% | -3.6% | +74.8% | +74.0% |
| 30D | +39.1% | -3.5% | +42.6% | +41.0% |
| 3M | +16.5% | -8.9% | +25.5% | +22.6% |
| 6M | -16.6% | -11.6% | -5.0% | -11.6% |
| YTD | -41.9% | +14.9% | -56.8% | -51.3% |
| 1Y | -37.0% | +6.4% | -43.5% | -43.6% |
| 3Y | +892.4% | +47.3% | +845.2% | +599.6% |
| 5Y | +297.3% | +32.8% | +264.5% | +190.8% |
| All | +500.0% | +45.0% | +455.0% | +338.3% |
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