+1,081.9%
STLD vs RCAT
-98.5%
+1,180.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | +3.1% | -1.4% | +4.6% | +3.2% |
| 30D | -9.0% | -3.3% | -5.6% | -9.0% |
| 3M | -12.4% | -43.2% | +30.8% | -12.1% |
| 6M | +25.5% | -43.2% | +68.7% | +25.7% |
| YTD | +43.6% | +5.5% | +38.1% | +43.3% |
| 1Y | +87.2% | -1.6% | +88.8% | +86.7% |
| 3Y | +135.2% | +773.7% | -638.5% | +131.8% |
| 5Y | +290.9% | +187.6% | +103.2% | +285.7% |
| All | +1,081.9% | -98.5% | +1,180.3% | +1,065.7% |
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 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