+446.2%
APP vs DRI
+88.8%
+357.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.8% | +31.9% | +31.4% |
| 7D | +39.7% | +3.7% | +36.0% | +37.4% |
| 30D | +27.7% | +13.5% | +14.3% | +20.6% |
| 3M | -14.8% | +10.4% | -25.1% | -19.2% |
| 6M | -25.5% | +19.5% | -45.0% | -32.5% |
| YTD | -47.2% | +28.2% | -75.4% | -54.9% |
| 1Y | -42.3% | +31.0% | -73.3% | -51.6% |
| 3Y | +806.8% | +67.1% | +739.7% | +512.4% |
| 5Y | +261.6% | +74.7% | +187.0% | +118.9% |
| All | +446.2% | +88.8% | +357.4% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling