+506.6%
APP vs ROK
+67.1%
+439.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -4.5% |
| 7D | +61.1% | -11.0% | +72.1% | +66.3% |
| 30D | +42.8% | -8.2% | +51.0% | +44.9% |
| 3M | +16.7% | -8.5% | +25.1% | +18.0% |
| 6M | -15.6% | -12.0% | -3.6% | -13.4% |
| YTD | -41.3% | +3.1% | -44.4% | -45.5% |
| 1Y | -39.3% | +2.9% | -42.1% | -43.5% |
| 3Y | +803.2% | +60.7% | +742.5% | +492.3% |
| 5Y | +313.2% | +29.5% | +283.7% | +162.8% |
| All | +506.6% | +67.1% | +439.5% | +322.9% |
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