+189.9%
STLA vs RCAT
-100.0%
+289.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +18.6% | -18.9% | -0.3% |
| 7D | -4.5% | -12.7% | +8.2% | -4.5% |
| 30D | -3.9% | -34.3% | +30.4% | -3.8% |
| 3M | -20.2% | -53.4% | +33.2% | -19.9% |
| 6M | -42.2% | -62.0% | +19.8% | -42.0% |
| YTD | -59.3% | -49.1% | -10.3% | -59.3% |
| 1Y | -56.1% | -53.1% | -2.9% | -56.0% |
| 3Y | -73.7% | +318.7% | -392.3% | -73.9% |
| 5Y | -70.3% | +48.5% | -118.8% | -70.6% |
| 10Y | +23.1% | -99.6% | +122.7% | +18.0% |
| All | +189.9% | -100.0% | +289.8% | +186.4% |
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