+595.1%
SHEL vs RCAT
-100.0%
+695.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -3.9% | +7.2% | -11.2% | -3.9% |
| 30D | -3.7% | -20.4% | +16.7% | -3.7% |
| 3M | +9.1% | -59.8% | +68.8% | +9.2% |
| 6M | +16.7% | -61.9% | +78.6% | +16.8% |
| YTD | +36.8% | -45.9% | +82.7% | +36.9% |
| 1Y | +31.8% | -50.5% | +82.3% | +31.8% |
| 3Y | +67.9% | +387.5% | -319.6% | +67.4% |
| 5Y | +163.3% | +70.9% | +92.4% | +162.7% |
| 10Y | +210.7% | -99.7% | +310.4% | +209.0% |
| All | +595.1% | -100.0% | +695.1% | +555.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling