+114.2%
APA vs RCAT
-7.9%
+122.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.5% | +9.5% | +3.1% |
| 7D | +0.3% | -2.3% | +2.6% | +0.3% |
| 30D | +9.3% | -18.7% | +28.0% | +9.7% |
| 3M | +23.3% | -29.3% | +52.6% | +24.2% |
| 6M | +39.5% | -42.3% | +81.8% | +41.0% |
| YTD | +87.6% | +2.5% | +85.1% | +82.7% |
| 1Y | +114.2% | -5.7% | +119.9% | +117.7% |
| All | +114.2% | -7.9% | +122.2% | +117.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling