+258.8%
STLD vs RCAT
+46.9%
+211.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.2% | -0.5% |
| 7D | -11.1% | -12.7% | +1.6% | -10.6% |
| 30D | -4.8% | -34.3% | +29.5% | -3.1% |
| 3M | -14.6% | -53.4% | +38.9% | -11.7% |
| 6M | -7.4% | -62.0% | +54.6% | -4.2% |
| YTD | +32.6% | -49.1% | +81.6% | +34.1% |
| 1Y | +47.3% | -53.1% | +100.5% | +49.1% |
| 3Y | +107.5% | +318.7% | -211.1% | +85.9% |
| All | +258.8% | +46.9% | +211.9% | +216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling