+520.8%
APP vs ROP
+17.5%
+503.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.7% | +1.9% |
| 7D | +48.9% | -2.9% | +51.9% | +51.5% |
| 30D | +49.4% | +30.1% | +19.4% | +22.8% |
| 3M | +27.0% | +19.9% | +7.1% | +10.1% |
| 6M | -15.4% | +46.0% | -61.4% | -38.6% |
| YTD | -39.9% | +8.4% | -48.3% | -44.4% |
| 1Y | -32.0% | +8.8% | -40.8% | -37.5% |
| 3Y | +824.3% | -5.6% | +830.0% | +842.0% |
| 5Y | +252.4% | +3.0% | +249.4% | +200.8% |
| All | +520.8% | +17.5% | +503.3% | +432.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling