+250.4%
APP vs RCL
+285.8%
-35.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -0.7% |
| 7D | +10.6% | -0.2% | +10.8% | +10.7% |
| 30D | +44.6% | +14.4% | +30.2% | +34.3% |
| 3M | +29.6% | +5.2% | +24.4% | +24.6% |
| 6M | -19.8% | +26.1% | -45.9% | -30.6% |
| YTD | -41.6% | +17.4% | -58.9% | -48.8% |
| 1Y | -32.7% | +24.7% | -57.4% | -43.4% |
| 3Y | +799.0% | +250.9% | +548.1% | +326.7% |
| 5Y | +250.4% | +293.8% | -43.5% | +35.0% |
| All | +250.4% | +285.8% | -35.4% | +35.0% |
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