+19.8%
STLA vs RCAT
-99.6%
+119.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.4% | -11.6% | -0.3% |
| 7D | -6.4% | +1.1% | -7.5% | -6.4% |
| 30D | -1.3% | -22.0% | +20.7% | -1.2% |
| 3M | -19.9% | -51.1% | +31.2% | -19.5% |
| 6M | -42.9% | -56.6% | +13.7% | -42.6% |
| YTD | -59.4% | -43.3% | -16.2% | -59.4% |
| 1Y | -56.8% | -51.5% | -5.3% | -56.8% |
| 3Y | -73.1% | +411.4% | -484.4% | -73.6% |
| 5Y | -70.1% | +74.4% | -144.5% | -70.6% |
| 10Y | +19.8% | -99.6% | +119.4% | +15.2% |
| All | +19.8% | -99.6% | +119.4% | +15.2% |
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