+69.8%
APA vs RCAT
+46.9%
+22.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +18.6% | -16.0% | +1.7% |
| 7D | -15.5% | -12.7% | -2.8% | -15.0% |
| 30D | +2.4% | -34.3% | +36.7% | +4.3% |
| 3M | +22.8% | -53.4% | +76.2% | +27.0% |
| 6M | +17.9% | -62.0% | +79.9% | +22.1% |
| YTD | +87.7% | -49.1% | +136.7% | +88.4% |
| 1Y | +94.2% | -53.1% | +147.3% | +95.0% |
| 3Y | +27.2% | +318.7% | -291.4% | +8.5% |
| All | +69.8% | +46.9% | +22.9% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling