+391.7%
APP vs RCAT
+116.0%
+275.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.4% |
| 7D | +0.9% | -1.4% | +2.3% | +1.0% |
| 30D | -23.3% | -3.3% | -19.9% | -23.2% |
| 3M | -42.6% | -43.2% | +0.6% | -39.7% |
| 6M | -33.6% | -43.2% | +9.6% | -31.1% |
| YTD | -52.4% | +5.5% | -58.0% | -53.7% |
| 1Y | -35.9% | -1.6% | -34.2% | -38.3% |
| 3Y | +642.2% | +773.7% | -131.5% | +495.6% |
| 5Y | +311.1% | +187.6% | +123.5% | +236.8% |
| All | +391.7% | +116.0% | +275.7% | +311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling