+368.1%
APP vs RBRK
+124.5%
+243.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.6% | +4.1% |
| 7D | +1.1% | -7.5% | +8.6% | +4.4% |
| 30D | +6.6% | -10.4% | +17.1% | +9.8% |
| 3M | -32.3% | +21.3% | -53.6% | -39.9% |
| 6M | -29.8% | +50.6% | -80.4% | -44.6% |
| YTD | -51.9% | +13.3% | -65.2% | -57.2% |
| 1Y | -43.3% | +11.2% | -54.5% | -50.0% |
| All | +368.1% | +124.5% | +243.6% | +207.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling