+58.5%
STLD vs RCAT
-51.9%
+110.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | -0.5% | +7.2% | -7.7% | -1.1% |
| 30D | -0.1% | -20.4% | +20.3% | +1.0% |
| 3M | -9.2% | -59.8% | +50.6% | -4.6% |
| 6M | +1.8% | -61.9% | +63.6% | +6.1% |
| YTD | +42.1% | -45.9% | +88.0% | +42.0% |
| 1Y | +58.5% | -50.5% | +109.0% | +59.3% |
| All | +58.5% | -51.9% | +110.4% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling