-39.3%
APP vs RCL
+33.5%
-72.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.7% |
| 7D | +61.1% | +8.5% | +52.6% | +57.4% |
| 30D | +42.8% | +20.4% | +22.4% | +35.5% |
| 3M | +16.7% | +11.0% | +5.7% | +13.2% |
| 6M | -15.6% | +24.9% | -40.4% | -21.0% |
| YTD | -41.3% | +23.9% | -65.2% | -42.6% |
| 1Y | -39.3% | +30.8% | -70.1% | -39.4% |
| All | -39.3% | +33.5% | -72.8% | -39.4% |
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