+952.8%
STRL vs RCAT
+68.2%
+884.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.7% |
| 7D | +7.1% | +7.2% | -0.1% | +6.2% |
| 30D | -39.4% | -20.4% | -19.0% | -37.6% |
| 3M | -43.0% | -59.8% | +16.8% | -36.8% |
| 6M | -65.0% | -61.9% | -3.1% | -61.4% |
| YTD | -0.8% | -45.9% | +45.1% | +4.3% |
| 1Y | -20.3% | -50.5% | +30.2% | -15.8% |
| 3Y | +356.5% | +387.5% | -31.0% | +297.5% |
| 5Y | +952.8% | +70.9% | +881.9% | +864.2% |
| All | +952.8% | +68.2% | +884.6% | +864.2% |
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 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