+160.6%
SHEL vs RCAT
+63.2%
+97.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | -1.5% |
| 7D | -6.7% | -5.6% | -1.0% | -6.6% |
| 30D | -2.9% | -27.0% | +24.1% | -2.4% |
| 3M | +9.1% | -57.9% | +67.0% | +10.7% |
| 6M | +17.9% | -59.4% | +77.3% | +19.3% |
| YTD | +36.0% | -46.9% | +82.9% | +36.4% |
| 1Y | +31.8% | -54.0% | +85.8% | +32.3% |
| 3Y | +66.9% | +378.4% | -311.5% | +55.6% |
| 5Y | +160.6% | +61.9% | +98.6% | +156.7% |
| All | +160.6% | +63.2% | +97.4% | +156.7% |
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 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