+391.7%
APP vs DRI
+77.6%
+314.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.5% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -23.3% | +3.8% | -27.1% | -25.0% |
| 3M | -42.6% | +13.0% | -55.7% | -46.6% |
| 6M | -33.6% | +8.3% | -41.9% | -37.1% |
| YTD | -52.4% | +20.6% | -73.0% | -58.2% |
| 1Y | -35.9% | +6.5% | -42.3% | -39.9% |
| 3Y | +642.2% | +53.7% | +588.5% | +425.3% |
| 5Y | +311.1% | +72.7% | +238.4% | +151.8% |
| All | +391.7% | +77.6% | +314.1% | +183.9% |
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