-37.0%
APP vs RCAT
-56.7%
+19.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +18.6% | -8.8% | +6.6% |
| 7D | +71.2% | -12.7% | +84.0% | +73.9% |
| 30D | +39.1% | -34.3% | +73.4% | +50.1% |
| 3M | +16.5% | -53.4% | +70.0% | +34.0% |
| 6M | -16.6% | -62.0% | +45.4% | -2.4% |
| YTD | -41.9% | -49.1% | +7.1% | -37.5% |
| 1Y | -37.0% | -53.1% | +16.1% | -31.5% |
| All | -37.0% | -56.7% | +19.7% | -31.5% |
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 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