+528.8%
APP vs RRX
+37.8%
+491.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.9% | -2.1% | +2.2% |
| 7D | +79.2% | +12.3% | +66.8% | +69.7% |
| 30D | +48.0% | +9.5% | +38.4% | +41.5% |
| 3M | +18.2% | +1.8% | +16.4% | +15.9% |
| 6M | -12.5% | -15.3% | +2.8% | -9.5% |
| YTD | -39.2% | +29.6% | -68.7% | -51.0% |
| 1Y | -33.9% | +34.1% | -67.9% | -47.8% |
| 3Y | +933.3% | +74.0% | +859.2% | +528.6% |
| 5Y | +295.9% | +14.7% | +281.2% | +170.5% |
| All | +528.8% | +37.8% | +491.0% | +344.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling