+520.8%
APP vs ROK
+70.9%
+449.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | +0.1% | +1.3% |
| 7D | +48.9% | -8.5% | +57.4% | +51.7% |
| 30D | +49.4% | -6.4% | +55.8% | +50.4% |
| 3M | +27.0% | -8.8% | +35.9% | +29.3% |
| 6M | -15.4% | -10.5% | -4.9% | -13.7% |
| YTD | -39.9% | +5.4% | -45.3% | -44.8% |
| 1Y | -32.0% | +5.0% | -36.9% | -37.3% |
| 3Y | +824.3% | +64.3% | +760.0% | +499.9% |
| 5Y | +252.4% | +34.0% | +218.5% | +122.3% |
| All | +520.8% | +70.9% | +449.9% | +328.4% |
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