-24.4%
STRL vs RCAT
-53.5%
+29.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +11.4% | +3.6% | +11.7% |
| 7D | -13.3% | +1.1% | -14.5% | -13.3% |
| 30D | -43.3% | -22.0% | -21.3% | -39.6% |
| 3M | -46.9% | -51.1% | +4.3% | -37.3% |
| 6M | -65.6% | -56.6% | -9.0% | -59.3% |
| YTD | -5.1% | -43.3% | +38.2% | -6.1% |
| All | -24.4% | -53.5% | +29.1% | -22.3% |
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