+15.5%
STZ vs RCAT
-99.8%
+115.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | +0.4% |
| 7D | 0.0% | +15.6% | -15.5% | 0.0% |
| 30D | +14.7% | -24.1% | +38.8% | +14.8% |
| 3M | +8.8% | -61.9% | +70.7% | +9.2% |
| 6M | +3.1% | -64.3% | +67.4% | +3.4% |
| YTD | +7.9% | -50.4% | +58.3% | +7.9% |
| 1Y | +14.2% | -54.0% | +68.2% | +14.2% |
| 3Y | -35.2% | +347.2% | -382.4% | -36.0% |
| 5Y | -29.6% | +45.7% | -75.3% | -30.3% |
| All | +15.5% | -99.8% | +115.3% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling