+506.6%
APP vs RCAT
+8.6%
+498.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +2.9% | -2.9% |
| 7D | +61.1% | -5.6% | +66.7% | +61.0% |
| 30D | +42.8% | -27.0% | +69.8% | +46.6% |
| 3M | +16.7% | -57.9% | +74.6% | +26.6% |
| 6M | -15.6% | -59.4% | +43.8% | -9.0% |
| YTD | -41.3% | -46.9% | +5.6% | -39.1% |
| 1Y | -39.3% | -54.0% | +14.8% | -36.4% |
| 3Y | +803.2% | +378.4% | +424.8% | +670.3% |
| 5Y | +313.2% | +61.9% | +251.2% | +259.8% |
| All | +506.6% | +8.6% | +498.0% | +441.2% |
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