+528.8%
APP vs ROK
+63.8%
+465.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +3.1% |
| 7D | +79.2% | -11.5% | +90.7% | +85.3% |
| 30D | +48.0% | -10.0% | +58.0% | +51.6% |
| 3M | +18.2% | -11.4% | +29.7% | +21.7% |
| 6M | -12.5% | -13.7% | +1.2% | -9.3% |
| YTD | -39.2% | +1.0% | -40.2% | -43.0% |
| 1Y | -33.9% | +5.6% | -39.5% | -39.6% |
| 3Y | +933.3% | +59.1% | +874.2% | +579.3% |
| 5Y | +295.9% | +26.1% | +269.7% | +154.0% |
| All | +528.8% | +63.8% | +465.0% | +342.7% |
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