+333.0%
APP vs RCL
+249.6%
+83.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | +0.9% | -5.1% | +6.0% | +3.6% |
| 30D | -23.3% | -19.0% | -4.3% | -14.5% |
| 3M | -42.6% | -9.6% | -33.1% | -40.2% |
| 6M | -33.6% | -6.7% | -26.9% | -32.8% |
| YTD | -52.4% | -3.9% | -48.5% | -53.1% |
| 1Y | -35.9% | -25.1% | -10.8% | -28.7% |
| 3Y | +642.2% | +179.1% | +463.1% | +310.4% |
| All | +333.0% | +249.6% | +83.3% | +74.6% |
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 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