+11,245.9%
STLD vs RCAT
-100.0%
+11,345.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -14.9% | +7.3% | -7.6% |
| 7D | -12.5% | -32.6% | +20.1% | -12.4% |
| 30D | -6.8% | -46.3% | +39.5% | -6.8% |
| 3M | -16.4% | -60.7% | +44.3% | -16.3% |
| 6M | -6.1% | -67.4% | +61.2% | -6.0% |
| YTD | +32.0% | -57.1% | +89.0% | +32.0% |
| 1Y | +45.5% | -63.8% | +109.3% | +45.6% |
| 3Y | +106.5% | +268.1% | -161.6% | +106.3% |
| 5Y | +267.2% | +25.2% | +242.0% | +266.9% |
| 10Y | +878.9% | -99.7% | +978.6% | +885.4% |
| All | +11,245.9% | -100.0% | +11,345.9% | +10,669.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling