+528.8%
APP vs RIG
+46.0%
+482.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +5.0% |
| 7D | +79.2% | -17.0% | +96.2% | +83.4% |
| 30D | +48.0% | -6.2% | +54.2% | +48.0% |
| 3M | +18.2% | -1.7% | +19.9% | +16.9% |
| 6M | -12.5% | -19.2% | +6.7% | -11.2% |
| YTD | -39.2% | +25.2% | -64.3% | -43.8% |
| 1Y | -33.9% | +29.9% | -63.8% | -39.4% |
| 3Y | +933.3% | -21.3% | +954.6% | +874.4% |
| 5Y | +295.9% | +40.5% | +255.4% | +214.5% |
| All | +528.8% | +46.0% | +482.8% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling