+825.0%
RCAT vs SHAK
+1.3%
+823.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.7% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | -5.6% | -5.2% | -0.3% | -4.2% |
| 3M | -30.2% | +27.3% | -57.5% | -35.7% |
| 6M | -43.4% | -27.9% | -15.5% | -39.5% |
| YTD | +9.6% | -17.0% | +26.6% | +10.9% |
| 1Y | -2.0% | -30.9% | +29.0% | +6.6% |
| 3Y | +825.0% | +3.4% | +821.6% | +832.1% |
| All | +825.0% | +1.3% | +823.7% | +832.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling