+504.0%
STRL vs RCAT
+762.9%
-258.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.0% | +7.7% | +6.0% |
| 7D | +3.4% | -1.4% | +4.8% | +3.6% |
| 30D | -9.2% | -3.3% | -5.9% | -9.0% |
| 3M | -51.0% | -43.2% | -7.8% | -48.0% |
| 6M | +15.8% | -43.2% | +58.9% | +21.1% |
| YTD | +58.9% | +5.5% | +53.3% | +54.1% |
| 1Y | +68.5% | -1.6% | +70.2% | +63.2% |
| All | +504.0% | +762.9% | -258.9% | +413.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling