-55.4%
APP vs DRI
+34.0%
-89.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.6% | +11.3% |
| 7D | +4.5% | +6.5% | -2.0% | +5.4% |
| 30D | -3.6% | +16.4% | -20.0% | -1.0% |
| 3M | -35.3% | +13.6% | -48.9% | -33.6% |
| 6M | -42.8% | +22.0% | -64.8% | -40.2% |
| YTD | -59.7% | +29.3% | -89.0% | -57.0% |
| 1Y | -55.4% | +32.0% | -87.4% | -51.7% |
| All | -55.4% | +34.0% | -89.3% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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