+378.5%
APP vs ROK
+80.6%
+298.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.1% |
| 7D | +0.1% | +2.8% | -2.7% | -1.4% |
| 30D | -10.0% | -2.4% | -7.6% | -9.0% |
| 3M | -44.6% | -4.7% | -40.0% | -43.6% |
| 6M | -37.9% | +16.8% | -54.6% | -44.6% |
| YTD | -53.7% | +11.4% | -65.1% | -57.3% |
| 1Y | -43.0% | +26.2% | -69.1% | -51.1% |
| 3Y | +640.8% | +51.9% | +588.9% | +433.6% |
| 5Y | +358.8% | +46.4% | +312.5% | +183.9% |
| All | +378.5% | +80.6% | +298.0% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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