+443.6%
STX vs RCAT
+46.9%
+396.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.6% | -19.8% | -2.6% |
| 7D | -28.5% | -12.7% | -15.7% | -27.7% |
| 30D | -42.9% | -34.3% | -8.6% | -41.1% |
| 3M | -45.9% | -53.4% | +7.5% | -43.0% |
| 6M | -41.3% | -62.0% | +20.7% | -37.7% |
| YTD | +67.9% | -49.1% | +117.0% | +73.5% |
| 1Y | +66.5% | -53.1% | +119.7% | +72.2% |
| 3Y | +588.0% | +318.7% | +269.3% | +510.2% |
| All | +443.6% | +46.9% | +396.7% | +406.8% |
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