+43.3%
SHEL vs RCAT
-59.1%
+102.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.3% | +8.1% | -2.0% |
| 7D | -3.2% | -18.5% | +15.4% | -2.8% |
| 30D | +5.5% | -37.0% | +42.5% | +6.4% |
| 3M | +14.4% | -54.9% | +69.2% | +16.1% |
| 6M | +16.2% | -63.6% | +79.8% | +18.2% |
| YTD | +42.4% | -49.6% | +92.0% | +41.2% |
| 1Y | +43.3% | -57.8% | +101.1% | +43.3% |
| All | +43.3% | -59.1% | +102.4% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling