-99.3%
RCAT vs SHAK
+47.7%
-147.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -3.3% | -6.6% | +3.3% | -2.2% |
| 3M | -43.2% | +30.1% | -73.3% | -46.2% |
| 6M | -43.2% | -28.7% | -14.4% | -40.7% |
| YTD | +5.5% | -14.5% | +20.0% | +6.3% |
| 1Y | -1.6% | -31.9% | +30.2% | +3.6% |
| 3Y | +773.7% | -1.0% | +774.7% | +753.9% |
| 5Y | +187.6% | -18.7% | +206.3% | +179.9% |
| 10Y | -98.5% | +98.1% | -196.6% | -98.6% |
| All | -99.3% | +47.7% | -147.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling