+396.9%
APP vs RRX
+23.5%
+373.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.6% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +6.6% | -6.1% | +12.8% | +9.2% |
| 3M | -32.3% | -23.1% | -9.3% | -26.1% |
| 6M | -29.8% | -19.5% | -10.3% | -27.0% |
| YTD | -51.9% | +16.1% | -68.0% | -59.0% |
| 1Y | -43.3% | +12.9% | -56.2% | -51.7% |
| 3Y | +664.1% | +7.9% | +656.1% | +517.4% |
| 5Y | +318.7% | +19.1% | +299.6% | +210.3% |
| All | +396.9% | +23.5% | +373.4% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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