-35.9%
APP vs DT
+4.0%
-39.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +3.0% |
| 7D | +0.9% | -3.3% | +4.2% | +2.3% |
| 30D | -23.3% | +2.0% | -25.3% | -24.0% |
| 3M | -42.6% | +20.0% | -62.6% | -47.7% |
| 6M | -33.6% | +39.3% | -72.9% | -44.1% |
| YTD | -52.4% | +19.8% | -72.2% | -60.9% |
| 1Y | -35.9% | +4.3% | -40.2% | -47.8% |
| All | -35.9% | +4.0% | -39.9% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling