+528.8%
APP vs RKT
-23.2%
+552.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.5% |
| 7D | +79.2% | +10.3% | +68.8% | +72.5% |
| 30D | +48.0% | +32.3% | +15.7% | +31.5% |
| 3M | +18.2% | +10.7% | +7.5% | +12.1% |
| 6M | -12.5% | -3.2% | -9.3% | -13.3% |
| YTD | -39.2% | -21.5% | -17.6% | -34.9% |
| 1Y | -33.9% | -6.0% | -27.9% | -34.6% |
| 3Y | +933.3% | +104.2% | +829.0% | +458.6% |
| 5Y | +295.9% | +2.5% | +293.4% | +156.3% |
| All | +528.8% | -23.2% | +552.0% | +312.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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