+31.8%
SHEL vs RCAT
-51.9%
+83.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -3.9% | +7.2% | -11.2% | -4.1% |
| 30D | -3.7% | -20.4% | +16.7% | -3.3% |
| 3M | +9.1% | -59.8% | +68.8% | +10.9% |
| 6M | +16.7% | -61.9% | +78.6% | +18.7% |
| YTD | +36.8% | -45.9% | +82.7% | +35.3% |
| 1Y | +31.8% | -50.5% | +82.3% | +30.4% |
| All | +31.8% | -51.9% | +83.7% | +30.4% |
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