+90.9%
APA vs RCAT
+41.8%
+49.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.1% | +1.8% |
| 7D | +8.5% | -5.9% | +14.5% | +8.8% |
| 30D | +2.8% | -19.7% | +22.4% | +3.6% |
| 3M | +21.7% | -62.9% | +84.6% | +27.3% |
| 6M | +32.6% | -59.6% | +92.2% | +36.8% |
| YTD | +103.7% | -52.1% | +155.8% | +105.0% |
| 1Y | +101.8% | -50.9% | +152.7% | +102.1% |
| 3Y | +48.1% | +333.8% | -285.7% | +25.6% |
| All | +90.9% | +41.8% | +49.1% | +68.6% |
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