-98.5%
RCAT vs SHAK
+81.5%
-180.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -5.4% | -11.0% | +5.6% | -2.7% |
| 30D | -24.2% | -14.0% | -10.2% | -21.4% |
| 3M | -25.8% | +13.3% | -39.1% | -28.6% |
| 6M | -44.9% | -35.3% | -9.6% | -40.4% |
| YTD | +1.9% | -24.0% | +25.9% | +5.5% |
| 1Y | -5.2% | -36.7% | +31.5% | +3.4% |
| 3Y | +759.6% | -5.4% | +764.9% | +732.1% |
| 5Y | +187.5% | -24.9% | +212.4% | +180.9% |
| All | -98.5% | +81.5% | -180.0% | -99.1% |
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