+15.9%
STZ vs RCAT
-59.1%
+75.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -10.3% | +15.6% | +5.1% |
| 7D | +13.0% | -18.5% | +31.5% | +12.5% |
| 30D | +29.4% | -37.0% | +66.4% | +28.7% |
| 3M | +11.6% | -54.9% | +66.4% | +10.9% |
| 6M | -0.2% | -63.6% | +63.4% | -0.8% |
| YTD | +8.6% | -49.6% | +58.1% | +3.1% |
| 1Y | +15.9% | -57.8% | +73.7% | +10.6% |
| All | +15.9% | -59.1% | +75.1% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling