+14,444.0%
STRL vs RCAT
-100.0%
+14,544.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -14.9% | +1.0% | -13.8% |
| 7D | -34.6% | -32.6% | -2.0% | -34.5% |
| 30D | -56.7% | -46.3% | -10.4% | -56.5% |
| 3M | -54.4% | -60.7% | +6.3% | -54.2% |
| 6M | -69.7% | -67.4% | -2.3% | -69.5% |
| YTD | -20.2% | -57.1% | +36.9% | -20.0% |
| 1Y | -40.6% | -63.8% | +23.2% | -40.3% |
| 3Y | +221.7% | +268.1% | -46.4% | +219.8% |
| 5Y | +799.0% | +25.2% | +773.8% | +794.8% |
| 10Y | +3,451.5% | -99.7% | +3,551.1% | +3,352.4% |
| All | +14,444.0% | -100.0% | +14,544.0% | +9,404.7% |
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