+354.4%
APP vs RBRK
+130.3%
+224.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +0.3% | -3.5% | +3.8% | +1.8% |
| 30D | -1.3% | -8.3% | +7.0% | +0.7% |
| 3M | -36.2% | +24.7% | -60.9% | -44.0% |
| 6M | -34.1% | +58.9% | -93.0% | -49.2% |
| YTD | -53.3% | +16.3% | -69.6% | -58.9% |
| 1Y | -44.5% | +10.1% | -54.7% | -50.9% |
| All | +354.4% | +130.3% | +224.1% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling