+4.5%
APA vs RCAT
-99.7%
+104.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.6% |
| 7D | +5.1% | +7.2% | -2.2% | +5.0% |
| 30D | +0.3% | -20.4% | +20.7% | +0.5% |
| 3M | +15.6% | -59.8% | +75.4% | +16.5% |
| 6M | +28.9% | -61.9% | +90.8% | +29.7% |
| YTD | +96.6% | -45.9% | +142.5% | +96.8% |
| 1Y | +95.5% | -50.5% | +146.0% | +95.8% |
| 3Y | +41.8% | +387.5% | -345.7% | +38.3% |
| 5Y | +85.4% | +70.9% | +14.5% | +81.4% |
| 10Y | +4.5% | -99.7% | +104.3% | +1.5% |
| All | +4.5% | -99.7% | +104.3% | +1.5% |
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