-4.9%
APA vs RCAT
-98.4%
+93.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.8% |
| 7D | -1.7% | +5.4% | -7.1% | -1.7% |
| 30D | +15.7% | -5.6% | +21.3% | +15.8% |
| 3M | +16.5% | -30.2% | +46.7% | +16.7% |
| 6M | +35.1% | -43.4% | +78.5% | +35.4% |
| YTD | +82.2% | +9.6% | +72.6% | +81.4% |
| 1Y | +102.5% | -2.0% | +104.4% | +101.4% |
| 3Y | +10.3% | +825.0% | -814.7% | +7.0% |
| 5Y | +166.1% | +199.8% | -33.7% | +159.0% |
| 10Y | -4.9% | -98.4% | +93.5% | -3.4% |
| All | -4.9% | -98.4% | +93.5% | -3.4% |
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