-20.3%
STRL vs RCAT
-51.9%
+31.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.4% |
| 7D | +7.1% | +7.2% | -0.1% | +5.0% |
| 30D | -39.4% | -20.4% | -19.0% | -35.5% |
| 3M | -43.0% | -59.8% | +16.8% | -29.2% |
| 6M | -65.0% | -61.9% | -3.1% | -57.3% |
| YTD | -0.8% | -45.9% | +45.1% | -0.9% |
| 1Y | -20.3% | -50.5% | +30.2% | -19.2% |
| All | -20.3% | -51.9% | +31.6% | -19.2% |
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