+295.9%
APP vs RCAT
+71.1%
+224.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +11.4% | -6.6% | +3.3% |
| 7D | +79.2% | +1.1% | +78.0% | +77.4% |
| 30D | +48.0% | -22.0% | +70.0% | +51.9% |
| 3M | +18.2% | -51.1% | +69.4% | +28.8% |
| 6M | -12.5% | -56.6% | +44.1% | -4.3% |
| YTD | -39.2% | -43.3% | +4.1% | -37.0% |
| 1Y | -33.9% | -51.5% | +17.6% | -30.5% |
| 3Y | +933.3% | +411.4% | +521.9% | +655.1% |
| 5Y | +295.9% | +74.4% | +221.4% | +231.7% |
| All | +295.9% | +71.1% | +224.8% | +231.7% |
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