+391.7%
APP vs DT
-5.5%
+397.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +3.4% |
| 7D | +0.9% | -3.3% | +4.2% | +3.0% |
| 30D | -23.3% | +2.0% | -25.3% | -24.6% |
| 3M | -42.6% | +20.0% | -62.6% | -50.5% |
| 6M | -33.6% | +39.3% | -72.9% | -50.1% |
| YTD | -52.4% | +19.8% | -72.2% | -59.9% |
| 1Y | -35.9% | +4.3% | -40.2% | -41.0% |
| 3Y | +642.2% | +7.7% | +634.5% | +537.1% |
| 5Y | +311.1% | -26.8% | +337.9% | +315.0% |
| All | +391.7% | -5.5% | +397.2% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling