+391.7%
APP vs ROK
+82.6%
+309.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.8% |
| 3M | -42.6% | -5.9% | -36.8% | -41.1% |
| 6M | -33.6% | +13.9% | -47.5% | -39.9% |
| YTD | -52.4% | +12.6% | -65.0% | -56.4% |
| 1Y | -35.9% | +28.6% | -64.5% | -45.6% |
| 3Y | +642.2% | +45.1% | +597.1% | +454.8% |
| 5Y | +311.1% | +45.6% | +265.5% | +150.3% |
| All | +391.7% | +82.6% | +309.1% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling