+1,201.9%
STZ vs RCAT
-100.0%
+1,301.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | -1.9% | -1.4% | -0.5% | -1.9% |
| 30D | -1.9% | -3.3% | +1.5% | -1.9% |
| 3M | -6.2% | -43.2% | +37.0% | -6.2% |
| 6M | -14.0% | -43.2% | +29.2% | -14.0% |
| YTD | -5.1% | +5.5% | -10.7% | -5.2% |
| 1Y | -9.6% | -1.6% | -7.9% | -9.6% |
| 3Y | -47.2% | +773.7% | -820.9% | -47.5% |
| 5Y | -33.6% | +187.6% | -221.2% | -33.8% |
| 10Y | -9.8% | -98.5% | +88.7% | -11.0% |
| All | +1,201.9% | -100.0% | +1,301.9% | +1,146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling