-15.7%
STM vs RCAT
+46.9%
-62.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +18.6% | -14.2% | +2.8% |
| 7D | -10.7% | -12.7% | +2.0% | -9.7% |
| 30D | -25.7% | -34.3% | +8.6% | -23.1% |
| 3M | -21.6% | -53.4% | +31.8% | -16.8% |
| 6M | -27.8% | -62.0% | +34.2% | -22.8% |
| YTD | +61.8% | -49.1% | +110.8% | +67.3% |
| 1Y | +78.1% | -53.1% | +131.2% | +84.4% |
| 3Y | +4.9% | +318.7% | -313.8% | -10.4% |
| All | -15.7% | +46.9% | -62.6% | -26.7% |
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