-55.4%
APP vs RBRK
+62.9%
-118.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +9.9% |
| 7D | +4.5% | -12.5% | +17.0% | +9.9% |
| 30D | -3.6% | -3.0% | -0.6% | -2.6% |
| 3M | -35.3% | +46.9% | -82.2% | -46.0% |
| 6M | -42.8% | +105.4% | -148.2% | -60.3% |
| YTD | -59.7% | +55.6% | -115.3% | -70.7% |
| 1Y | -55.4% | +63.9% | -119.3% | -67.0% |
| All | -55.4% | +62.9% | -118.2% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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