+207.4%
SHEL vs RCAT
-98.5%
+305.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +3.9% | -5.4% | +9.3% | +3.9% |
| 30D | +7.0% | -24.2% | +31.2% | +7.1% |
| 3M | +12.5% | -25.8% | +38.3% | +12.6% |
| 6M | +14.8% | -44.9% | +59.7% | +14.9% |
| YTD | +34.2% | +1.9% | +32.3% | +34.0% |
| 1Y | +37.0% | -5.2% | +42.2% | +36.8% |
| 3Y | +70.9% | +759.6% | -688.7% | +69.0% |
| 5Y | +192.5% | +187.5% | +5.0% | +189.5% |
| All | +207.4% | -98.5% | +305.9% | +214.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling