+263.8%
STLA vs RCAT
-99.9%
+363.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | +2.6% | -1.4% | +4.0% | +2.6% |
| 30D | -1.2% | -3.3% | +2.1% | -1.2% |
| 3M | -24.8% | -43.2% | +18.5% | -24.6% |
| 6M | -25.6% | -43.2% | +17.6% | -25.5% |
| YTD | -48.9% | +5.5% | -54.5% | -49.0% |
| 1Y | -38.8% | -1.6% | -37.1% | -38.9% |
| 3Y | -64.5% | +773.7% | -838.2% | -65.0% |
| 5Y | -62.4% | +187.6% | -250.1% | -62.9% |
| 10Y | +55.4% | -98.5% | +153.8% | +48.4% |
| All | +263.8% | -99.9% | +363.7% | +258.4% |
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