-35.9%
APP vs RCAT
-2.3%
-33.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.6% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | -23.3% | -3.3% | -19.9% | -23.3% |
| 3M | -42.6% | -43.2% | +0.6% | -37.9% |
| 6M | -33.6% | -43.2% | +9.6% | -30.0% |
| YTD | -52.4% | +5.5% | -58.0% | -53.2% |
| 1Y | -35.9% | -1.6% | -34.2% | -35.6% |
| All | -35.9% | -2.3% | -33.6% | -35.6% |
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 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