+506.6%
APP vs DT
-20.8%
+527.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.8% |
| 7D | +61.1% | -7.5% | +68.6% | +67.8% |
| 30D | +42.8% | -31.5% | +74.3% | +81.1% |
| 3M | +16.7% | -14.0% | +30.7% | +23.5% |
| 6M | -15.6% | +6.9% | -22.4% | -25.4% |
| YTD | -41.3% | +0.3% | -41.6% | -46.3% |
| 1Y | -39.3% | -6.9% | -32.4% | -41.3% |
| 3Y | +803.2% | -13.9% | +817.1% | +780.5% |
| 5Y | +313.2% | -39.9% | +353.1% | +363.4% |
| All | +506.6% | -20.8% | +527.5% | +386.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling