+190.2%
SHEL vs RCAT
+192.8%
-2.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.3% | +2.5% |
| 7D | +1.9% | +5.4% | -3.5% | +1.8% |
| 30D | +8.7% | -5.6% | +14.2% | +8.7% |
| 3M | +11.0% | -30.2% | +41.2% | +11.6% |
| 6M | +14.6% | -43.4% | +57.9% | +15.3% |
| YTD | +33.3% | +9.6% | +23.6% | +31.8% |
| 1Y | +37.9% | -2.0% | +39.8% | +36.2% |
| 3Y | +69.7% | +825.0% | -755.3% | +53.6% |
| 5Y | +190.2% | +199.8% | -9.7% | +168.6% |
| All | +190.2% | +192.8% | -2.6% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling