-43.0%
APP vs ROK
+26.1%
-69.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | +0.1% | +2.8% | -2.7% | -1.1% |
| 30D | -10.0% | -2.4% | -7.6% | -9.1% |
| 3M | -44.6% | -4.7% | -40.0% | -43.9% |
| 6M | -37.9% | +16.8% | -54.6% | -46.3% |
| YTD | -53.7% | +11.4% | -65.1% | -57.5% |
| 1Y | -43.0% | +26.2% | -69.1% | -51.6% |
| All | -43.0% | +26.1% | -69.1% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling