+112.2%
DT vs APA
+133.2%
-21.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | +0.1% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +0.1% | +9.3% | -9.3% | -1.6% |
| 3M | +24.1% | +23.3% | +0.8% | +18.8% |
| 6M | +30.1% | +39.5% | -9.4% | +21.1% |
| YTD | +16.8% | +87.6% | -70.9% | +2.5% |
| 1Y | -0.1% | +114.2% | -114.3% | -15.1% |
| 3Y | +6.8% | +13.6% | -6.7% | -1.0% |
| 5Y | -28.4% | +175.6% | -204.0% | -44.6% |
| All | +112.2% | +133.2% | -21.0% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling