+527.5%
APP vs ROK
+69.4%
+458.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +4.6% | +7.1% | -2.5% | +1.3% |
| 30D | +56.0% | -5.0% | +61.0% | +55.5% |
| 3M | +30.8% | -9.4% | +40.2% | +33.6% |
| 6M | -9.8% | -11.0% | +1.2% | -7.8% |
| YTD | -39.3% | +4.4% | -43.7% | -44.0% |
| 1Y | -26.4% | +7.4% | -33.9% | -33.2% |
| 3Y | +887.9% | +61.0% | +827.0% | +549.9% |
| 5Y | +264.1% | +30.4% | +233.7% | +129.7% |
| All | +527.5% | +69.4% | +458.1% | +334.8% |
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