+292.6%
APP vs RCL
+247.7%
+45.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.5% | +9.2% |
| 7D | +71.2% | +6.5% | +64.7% | +65.2% |
| 30D | +39.1% | +15.9% | +23.2% | +28.4% |
| 3M | +16.5% | +2.7% | +13.9% | +13.6% |
| 6M | -16.6% | +15.2% | -31.8% | -24.3% |
| YTD | -41.9% | +19.2% | -61.2% | -49.4% |
| 1Y | -37.0% | +31.6% | -68.6% | -48.5% |
| 3Y | +892.4% | +274.2% | +618.3% | +361.2% |
| All | +292.6% | +247.7% | +45.0% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling