-74.5%
STLA vs RCAT
+41.8%
-116.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.9% |
| 7D | -13.8% | -5.9% | -7.8% | -13.5% |
| 30D | -10.5% | -19.7% | +9.1% | -9.7% |
| 3M | -28.9% | -62.9% | +34.0% | -25.4% |
| 6M | -49.7% | -59.6% | +9.8% | -47.8% |
| YTD | -64.9% | -52.1% | -12.8% | -64.5% |
| 1Y | -64.0% | -50.9% | -13.1% | -63.8% |
| 3Y | -77.4% | +333.8% | -411.2% | -80.4% |
| All | -74.5% | +41.8% | -116.2% | -77.7% |
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