-61.7%
STLA vs RCAT
+183.7%
-245.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | +2.6% | -1.4% | +4.0% | +2.7% |
| 30D | -1.2% | -3.3% | +2.1% | -1.2% |
| 3M | -24.8% | -43.2% | +18.5% | -22.9% |
| 6M | -25.6% | -43.2% | +17.6% | -24.3% |
| YTD | -48.9% | +5.5% | -54.5% | -50.3% |
| 1Y | -38.8% | -1.6% | -37.1% | -40.6% |
| 3Y | -64.5% | +773.7% | -838.2% | -70.0% |
| All | -61.7% | +183.7% | -245.4% | -67.0% |
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