+292.6%
APP vs DRI
+74.0%
+218.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +10.3% |
| 7D | +71.2% | +2.8% | +68.4% | +68.9% |
| 30D | +39.1% | +13.3% | +25.8% | +31.2% |
| 3M | +16.5% | +8.2% | +8.4% | +11.5% |
| 6M | -16.6% | +17.5% | -34.1% | -24.0% |
| YTD | -41.9% | +26.9% | -68.9% | -50.6% |
| 1Y | -37.0% | +31.6% | -68.6% | -47.8% |
| 3Y | +892.4% | +67.0% | +825.5% | +543.8% |
| All | +292.6% | +74.0% | +218.6% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling