+358.8%
APP vs RRX
+19.7%
+339.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | +0.1% | +4.3% | -4.2% | -1.7% |
| 30D | -10.0% | -8.0% | -2.0% | -7.0% |
| 3M | -44.6% | -22.0% | -22.6% | -39.7% |
| 6M | -37.9% | -11.9% | -26.0% | -38.2% |
| YTD | -53.7% | +17.1% | -70.8% | -61.2% |
| 1Y | -43.0% | +14.9% | -57.9% | -52.4% |
| 3Y | +640.8% | +6.9% | +633.9% | +495.4% |
| 5Y | +358.8% | +19.6% | +339.3% | +236.9% |
| All | +358.8% | +19.7% | +339.1% | +236.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling