+877.5%
APP vs DT
-12.5%
+890.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.6% |
| 7D | +48.9% | -5.4% | +54.4% | +51.3% |
| 30D | +49.4% | -32.2% | +81.6% | +77.0% |
| 3M | +27.0% | -10.9% | +37.9% | +29.3% |
| 6M | -15.4% | +10.0% | -25.4% | -23.6% |
| YTD | -39.9% | +2.1% | -42.0% | -44.4% |
| 1Y | -32.0% | -5.5% | -26.5% | -34.7% |
| All | +877.5% | -12.5% | +890.0% | +856.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling