-55.4%
APP vs DTE
+5.6%
-60.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +12.2% |
| 7D | +4.5% | +4.2% | +0.3% | +7.3% |
| 30D | -3.6% | +10.0% | -13.6% | +2.7% |
| 3M | -35.3% | -2.1% | -33.2% | -36.5% |
| 6M | -42.8% | -4.7% | -38.1% | -45.0% |
| YTD | -59.7% | +9.3% | -69.0% | -57.2% |
| 1Y | -55.4% | +6.6% | -62.0% | -52.7% |
| All | -55.4% | +5.6% | -60.9% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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