+313.2%
APP vs DRI
+75.0%
+238.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.3% |
| 7D | +61.1% | +4.2% | +56.9% | +58.1% |
| 30D | +42.8% | +15.7% | +27.1% | +33.5% |
| 3M | +16.7% | +5.8% | +10.9% | +13.0% |
| 6M | -15.6% | +18.4% | -34.0% | -23.2% |
| YTD | -41.3% | +28.2% | -69.5% | -50.1% |
| 1Y | -39.3% | +35.9% | -75.2% | -50.4% |
| 3Y | +803.2% | +67.7% | +735.4% | +489.3% |
| 5Y | +313.2% | +77.9% | +235.3% | +128.6% |
| All | +313.2% | +75.0% | +238.2% | +128.6% |
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