-55.4%
APP vs RNG
+179.4%
-234.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.7% |
| 7D | +4.5% | -9.6% | +14.1% | +7.1% |
| 30D | -3.6% | -1.4% | -2.2% | -3.3% |
| 3M | -35.3% | +28.8% | -64.0% | -39.0% |
| 6M | -42.8% | +65.6% | -108.4% | -49.7% |
| YTD | -59.7% | +171.4% | -231.1% | -66.4% |
| 1Y | -55.4% | +185.3% | -240.7% | -64.3% |
| All | -55.4% | +179.4% | -234.8% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling