+350.8%
APP vs RBRK
+137.4%
+213.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.7% |
| 7D | +0.1% | +3.7% | -3.6% | -1.6% |
| 30D | -10.0% | +1.7% | -11.8% | -12.6% |
| 3M | -44.6% | +27.7% | -72.4% | -51.9% |
| 6M | -37.9% | +60.3% | -98.1% | -52.2% |
| YTD | -53.7% | +19.8% | -73.5% | -59.7% |
| 1Y | -43.0% | -4.2% | -38.8% | -46.8% |
| All | +350.8% | +137.4% | +213.4% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling