+292.8%
STLD vs RCAT
+63.2%
+229.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.4% | +10.2% | +4.1% |
| 7D | -4.7% | -5.6% | +0.9% | -4.5% |
| 30D | -0.9% | -27.0% | +26.1% | +0.3% |
| 3M | -11.9% | -57.9% | +46.0% | -8.6% |
| 6M | +0.9% | -59.4% | +60.3% | +4.0% |
| YTD | +40.4% | -46.9% | +87.3% | +41.7% |
| 1Y | +56.6% | -54.0% | +110.6% | +58.5% |
| 3Y | +125.5% | +378.4% | -252.9% | +100.5% |
| 5Y | +292.8% | +61.9% | +230.9% | +246.4% |
| All | +292.8% | +63.2% | +229.6% | +246.4% |
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 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