+560.2%
SHEL vs RCAT
-100.0%
+660.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.7% |
| 7D | +2.2% | -1.4% | +3.7% | +2.2% |
| 30D | +6.8% | -3.3% | +10.2% | +6.8% |
| 3M | +8.1% | -43.2% | +51.3% | +8.2% |
| 6M | +14.4% | -43.2% | +57.6% | +14.4% |
| YTD | +30.0% | +5.5% | +24.4% | +29.9% |
| 1Y | +33.3% | -1.6% | +35.0% | +33.3% |
| 3Y | +66.4% | +773.7% | -707.3% | +65.9% |
| 5Y | +178.6% | +187.6% | -9.1% | +177.7% |
| 10Y | +198.4% | -98.5% | +296.9% | +196.6% |
| All | +560.2% | -100.0% | +660.2% | +522.4% |
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 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