+446.2%
APP vs RCL
+283.4%
+162.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.1% | +34.2% | +32.5% |
| 7D | +39.7% | +3.9% | +35.8% | +36.6% |
| 30D | +27.7% | +11.8% | +16.0% | +20.4% |
| 3M | -14.8% | -0.8% | -13.9% | -15.3% |
| 6M | -25.5% | +23.6% | -49.1% | -34.7% |
| YTD | -47.2% | +17.6% | -64.8% | -53.3% |
| 1Y | -42.3% | +28.3% | -70.6% | -51.6% |
| 3Y | +806.8% | +261.4% | +545.3% | +354.2% |
| 5Y | +261.6% | +245.3% | +16.3% | +53.4% |
| All | +446.2% | +283.4% | +162.8% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling