+887.9%
APP vs DRI
+68.2%
+819.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.9% |
| 7D | +4.6% | +1.1% | +3.5% | +4.5% |
| 30D | +56.0% | +9.7% | +46.3% | +54.7% |
| 3M | +30.8% | +3.2% | +27.7% | +30.3% |
| 6M | -9.8% | +20.6% | -30.4% | -11.8% |
| YTD | -39.3% | +28.3% | -67.5% | -41.8% |
| 1Y | -26.4% | +34.5% | -61.0% | -30.3% |
| 3Y | +887.9% | +66.5% | +821.4% | +769.3% |
| All | +887.9% | +68.2% | +819.7% | +769.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling