+333.0%
APP vs ROK
+46.3%
+286.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.5% |
| 7D | +0.9% | +0.7% | +0.2% | +0.5% |
| 30D | -23.3% | -3.3% | -20.0% | -21.7% |
| 3M | -42.6% | -5.9% | -36.8% | -41.1% |
| 6M | -33.6% | +13.9% | -47.5% | -40.2% |
| YTD | -52.4% | +12.6% | -65.0% | -56.7% |
| 1Y | -35.9% | +28.6% | -64.5% | -46.2% |
| 3Y | +642.2% | +45.1% | +597.1% | +444.4% |
| All | +333.0% | +46.3% | +286.7% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling