+1,019.5%
STX vs RCAT
+183.7%
+835.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.5% |
| 7D | +2.4% | -1.4% | +3.8% | +2.4% |
| 30D | +1.4% | -3.3% | +4.7% | +1.5% |
| 3M | -8.2% | -43.2% | +35.0% | -5.4% |
| 6M | +127.0% | -43.2% | +170.2% | +132.0% |
| YTD | +209.1% | +5.5% | +203.6% | +203.7% |
| 1Y | +365.4% | -1.6% | +367.1% | +354.0% |
| 3Y | +1,135.4% | +773.7% | +361.7% | +949.2% |
| All | +1,019.5% | +183.7% | +835.8% | +865.3% |
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 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