-25.9%
STRL vs RCAT
-59.1%
+33.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -10.3% | -11.1% | -18.7% |
| 7D | -27.1% | -18.5% | -8.5% | -22.7% |
| 30D | -45.8% | -37.0% | -8.8% | -39.0% |
| 3M | -47.6% | -54.9% | +7.2% | -36.8% |
| 6M | -46.4% | -63.6% | +17.2% | -34.0% |
| YTD | -7.4% | -49.6% | +42.2% | -4.5% |
| 1Y | -25.9% | -57.8% | +32.0% | -19.6% |
| All | -25.9% | -59.1% | +33.3% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling