+500.0%
APP vs RSP
+61.8%
+438.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +10.5% |
| 7D | +71.2% | -1.0% | +72.2% | +72.0% |
| 30D | +39.1% | +2.6% | +36.5% | +30.8% |
| 3M | +16.5% | -0.8% | +17.3% | +16.7% |
| 6M | -16.6% | +6.3% | -22.8% | -26.6% |
| YTD | -41.9% | +14.1% | -56.1% | -55.3% |
| 1Y | -37.0% | +18.0% | -55.1% | -54.6% |
| 3Y | +892.4% | +61.0% | +831.4% | +304.6% |
| 5Y | +297.3% | +45.6% | +251.7% | +103.4% |
| All | +500.0% | +61.8% | +438.2% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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