-55.4%
APP vs RCL
+27.6%
-82.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.4% | +4.3% | +8.9% |
| 7D | +4.5% | +11.7% | -7.2% | +1.3% |
| 30D | -3.6% | +21.1% | -24.8% | -8.7% |
| 3M | -35.3% | +2.9% | -38.1% | -35.6% |
| 6M | -42.8% | +29.8% | -72.6% | -47.3% |
| YTD | -59.7% | +21.4% | -81.1% | -60.5% |
| 1Y | -55.4% | +32.0% | -87.4% | -55.6% |
| All | -55.4% | +27.6% | -82.9% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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