+65.1%
RSP vs APLD
+243.4%
-178.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.4% |
| 7D | +2.4% | +2.7% | -0.3% | +2.3% |
| 30D | +4.3% | -21.4% | +25.7% | +4.8% |
| 3M | -0.3% | -47.8% | +47.5% | +1.3% |
| 6M | +9.8% | -64.9% | +74.7% | +12.6% |
| YTD | +16.8% | -34.9% | +51.7% | +16.8% |
| 1Y | +19.5% | -30.7% | +50.2% | +19.1% |
| 3Y | +65.1% | +305.3% | -240.2% | +49.5% |
| All | +65.1% | +243.4% | -178.3% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 3y: compounded portfolio wealth divided by compounded APLD 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…
3y analysis · Full analysis span regression · 6 months rolling