+887.9%
APP vs ROK
+63.3%
+824.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +4.6% | +7.1% | -2.5% | +2.9% |
| 30D | +56.0% | -5.0% | +61.0% | +55.1% |
| 3M | +30.8% | -9.4% | +40.2% | +32.3% |
| 6M | -9.8% | -11.0% | +1.2% | -8.6% |
| YTD | -39.3% | +4.4% | -43.7% | -42.7% |
| 1Y | -26.4% | +7.4% | -33.9% | -31.3% |
| 3Y | +887.9% | +61.0% | +827.0% | +639.7% |
| All | +887.9% | +63.3% | +824.6% | +639.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling