+182.3%
RCAT vs SHAK
-25.9%
+208.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.5% | 0.0% | -4.5% |
| 7D | -2.3% | -7.2% | +4.9% | -0.1% |
| 30D | -18.7% | -11.8% | -6.9% | -15.6% |
| 3M | -29.3% | +17.2% | -46.4% | -33.3% |
| 6M | -42.3% | -34.1% | -8.2% | -36.6% |
| YTD | +2.5% | -22.4% | +24.9% | +6.0% |
| 1Y | -5.7% | -35.9% | +30.2% | +4.7% |
| 3Y | +764.9% | -3.4% | +768.3% | +711.0% |
| 5Y | +182.3% | -25.4% | +207.7% | +134.7% |
| All | +182.3% | -25.9% | +208.2% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling