-0.9%
APA vs RCAT
-99.6%
+98.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.4% | -11.6% | -0.3% |
| 7D | -8.7% | +1.1% | -9.9% | -8.8% |
| 30D | -2.4% | -22.0% | +19.6% | -2.2% |
| 3M | +19.0% | -51.1% | +70.1% | +19.7% |
| 6M | +26.8% | -56.6% | +83.4% | +27.5% |
| YTD | +87.3% | -43.3% | +130.6% | +87.5% |
| 1Y | +92.3% | -51.5% | +143.8% | +92.6% |
| 3Y | +37.3% | +411.4% | -374.1% | +33.8% |
| 5Y | +73.2% | +74.4% | -1.2% | +69.4% |
| 10Y | -0.9% | -99.6% | +98.7% | -3.3% |
| All | -0.9% | -99.6% | +98.7% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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