+277.1%
STLD vs RCAT
+41.8%
+235.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -3.1% |
| 7D | +2.9% | -5.9% | +8.9% | +3.2% |
| 30D | -5.6% | -19.7% | +14.1% | -4.7% |
| 3M | -11.7% | -62.9% | +51.1% | -7.8% |
| 6M | -2.8% | -59.6% | +56.8% | +0.3% |
| YTD | +36.4% | -52.1% | +88.5% | +38.4% |
| 1Y | +50.0% | -50.9% | +100.9% | +51.5% |
| 3Y | +122.3% | +333.8% | -211.5% | +98.4% |
| All | +277.1% | +41.8% | +235.3% | +233.4% |
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