+769.0%
STLD vs RCAT
-99.8%
+868.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | -0.7% |
| 7D | +6.9% | +15.6% | -8.7% | +6.8% |
| 30D | -1.5% | -24.1% | +22.6% | -1.3% |
| 3M | -9.7% | -61.9% | +52.2% | -9.3% |
| 6M | +2.3% | -64.3% | +66.7% | +2.8% |
| YTD | +41.0% | -50.4% | +91.4% | +41.3% |
| 1Y | +51.8% | -54.0% | +105.9% | +52.1% |
| 3Y | +126.4% | +347.2% | -220.7% | +124.3% |
| 5Y | +285.7% | +45.7% | +240.0% | +282.6% |
| All | +769.0% | -99.8% | +868.8% | +838.5% |
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