+528.8%
APP vs RRC
+438.8%
+90.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +79.2% | -10.3% | +89.5% | +83.1% |
| 30D | +48.0% | +19.5% | +28.5% | +39.8% |
| 3M | +18.2% | +27.9% | -9.7% | +9.3% |
| 6M | -12.5% | +21.2% | -33.7% | -18.5% |
| YTD | -39.2% | +39.6% | -78.7% | -46.0% |
| 1Y | -33.9% | +31.3% | -65.1% | -40.5% |
| 3Y | +933.3% | +51.9% | +881.3% | +784.9% |
| 5Y | +295.9% | +110.2% | +185.7% | +203.1% |
| All | +528.8% | +438.8% | +90.0% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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