+503.8%
APP vs DT
-18.3%
+522.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.8% |
| 7D | +10.6% | +2.7% | +7.8% | +8.5% |
| 30D | +44.6% | -30.4% | +74.9% | +81.6% |
| 3M | +29.6% | -9.4% | +39.0% | +32.0% |
| 6M | -19.8% | +14.5% | -34.3% | -32.6% |
| YTD | -41.6% | +3.6% | -45.2% | -47.7% |
| 1Y | -32.7% | -3.4% | -29.2% | -36.6% |
| 3Y | +799.0% | -11.1% | +810.1% | +757.1% |
| 5Y | +250.4% | -39.5% | +289.8% | +289.1% |
| All | +503.8% | -18.3% | +522.1% | +373.5% |
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