+520.8%
APP vs RRX
+39.3%
+481.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.8% |
| 7D | +48.9% | +5.4% | +43.6% | +45.1% |
| 30D | +49.4% | +12.0% | +37.4% | +41.7% |
| 3M | +27.0% | +6.1% | +20.9% | +22.5% |
| 6M | -15.4% | -13.2% | -2.2% | -13.4% |
| YTD | -39.9% | +31.0% | -70.9% | -51.8% |
| 1Y | -32.0% | +38.8% | -70.7% | -47.2% |
| 3Y | +824.3% | +70.3% | +754.1% | +470.8% |
| 5Y | +252.4% | +15.5% | +236.9% | +139.9% |
| All | +520.8% | +39.3% | +481.5% | +337.4% |
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