+391.7%
APP vs DTE
+37.4%
+354.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -23.3% | -2.6% | -20.7% | -23.3% |
| 3M | -42.6% | -3.9% | -38.7% | -42.8% |
| 6M | -33.6% | -7.9% | -25.7% | -33.7% |
| YTD | -52.4% | +7.2% | -59.6% | -52.9% |
| 1Y | -35.9% | +3.1% | -39.0% | -36.4% |
| 3Y | +642.2% | +47.6% | +594.6% | +604.2% |
| 5Y | +311.1% | +32.7% | +278.4% | +309.1% |
| All | +391.7% | +37.4% | +354.2% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling