+14,948.8%
STRL vs RCAT
-100.0%
+15,048.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +18.6% | -15.2% | +3.4% |
| 7D | -26.9% | -12.7% | -14.2% | -26.9% |
| 30D | -52.7% | -34.3% | -18.4% | -52.6% |
| 3M | -52.8% | -53.4% | +0.6% | -52.7% |
| 6M | -71.5% | -62.0% | -9.5% | -71.4% |
| YTD | -17.4% | -49.1% | +31.6% | -17.3% |
| 1Y | -35.0% | -53.1% | +18.2% | -34.8% |
| 3Y | +239.2% | +318.7% | -79.4% | +237.0% |
| 5Y | +830.2% | +48.5% | +781.6% | +825.1% |
| 10Y | +3,574.7% | -99.6% | +3,674.3% | +3,469.3% |
| All | +14,948.8% | -100.0% | +15,048.8% | +9,726.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling