-99.8%
RCAT vs SHAK
+97.6%
-197.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.2% | -6.6% | -4.2% |
| 7D | -5.9% | +4.3% | -10.2% | -6.7% |
| 30D | -19.7% | +9.0% | -28.7% | -21.2% |
| 3M | -62.9% | +1.8% | -64.7% | -63.1% |
| 6M | -59.6% | +17.3% | -76.9% | -61.6% |
| YTD | -52.1% | -7.6% | -44.5% | -52.7% |
| 1Y | -50.9% | -16.9% | -34.0% | -50.4% |
| 3Y | +333.8% | +35.1% | +298.7% | +290.0% |
| 5Y | +40.7% | -11.3% | +52.0% | +32.5% |
| All | -99.8% | +97.6% | -197.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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