+349.2%
RCAT vs SHAK
+32.2%
+317.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.1% | -5.1% | -7.3% |
| 7D | +15.6% | +4.1% | +11.5% | +14.6% |
| 30D | -24.1% | +2.3% | -26.4% | -24.4% |
| 3M | -61.9% | -0.2% | -61.6% | -61.9% |
| 6M | -64.3% | +10.1% | -74.4% | -65.8% |
| YTD | -50.4% | -10.5% | -39.9% | -51.0% |
| 1Y | -54.0% | -22.4% | -31.6% | -52.1% |
| All | +349.2% | +32.2% | +317.0% | +302.8% |
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