+47.8%
STLA vs RCAT
-98.4%
+146.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -6.9% | -3.1% |
| 7D | +0.7% | +5.4% | -4.6% | +0.7% |
| 30D | -2.4% | -5.6% | +3.2% | -2.3% |
| 3M | -23.9% | -30.2% | +6.3% | -23.7% |
| 6M | -24.6% | -43.4% | +18.8% | -24.4% |
| YTD | -50.5% | +9.6% | -60.2% | -50.7% |
| 1Y | -39.8% | -2.0% | -37.9% | -40.1% |
| 3Y | -65.6% | +825.0% | -890.6% | -66.6% |
| 5Y | -62.1% | +199.8% | -261.9% | -63.1% |
| 10Y | +47.8% | -98.4% | +146.2% | +29.7% |
| All | +47.8% | -98.4% | +146.2% | +29.7% |
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 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