+500.0%
APP vs RRC
+437.4%
+62.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.8% | +10.5% |
| 7D | +71.2% | -10.8% | +82.0% | +75.2% |
| 30D | +39.1% | +22.3% | +16.8% | +30.6% |
| 3M | +16.5% | +26.6% | -10.1% | +8.0% |
| 6M | -16.6% | +18.9% | -35.5% | -21.9% |
| YTD | -41.9% | +39.2% | -81.1% | -48.5% |
| 1Y | -37.0% | +34.0% | -71.0% | -43.7% |
| 3Y | +892.4% | +42.0% | +850.4% | +763.8% |
| 5Y | +297.3% | +111.9% | +185.4% | +204.1% |
| All | +500.0% | +437.4% | +62.6% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling