+13.9%
STZ vs RCAT
-64.6%
+78.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.9% | +14.2% | -1.0% |
| 7D | +11.8% | -32.6% | +44.4% | +10.9% |
| 30D | +26.0% | -46.3% | +72.3% | +24.8% |
| 3M | +11.5% | -60.7% | +72.2% | +10.5% |
| 6M | -2.0% | -67.4% | +65.4% | -3.0% |
| YTD | +7.9% | -57.1% | +64.9% | +2.1% |
| 1Y | +13.9% | -63.8% | +77.7% | +8.2% |
| All | +13.9% | -64.6% | +78.5% | +8.2% |
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