+528.8%
APP vs DTE
+41.0%
+487.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +4.9% |
| 7D | +79.2% | +1.8% | +77.3% | +79.3% |
| 30D | +48.0% | +9.0% | +39.0% | +48.4% |
| 3M | +18.2% | -0.2% | +18.4% | +18.3% |
| 6M | -12.5% | +0.1% | -12.6% | -12.6% |
| YTD | -39.2% | +10.0% | -49.1% | -39.7% |
| 1Y | -33.9% | +4.7% | -38.5% | -34.2% |
| 3Y | +933.3% | +55.7% | +877.6% | +877.3% |
| 5Y | +295.9% | +45.1% | +250.7% | +301.3% |
| All | +528.8% | +41.0% | +487.8% | +545.5% |
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