-11.2%
SHOP vs RCAT
+41.8%
-53.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.6% |
| 7D | -1.2% | -5.9% | +4.7% | -0.6% |
| 30D | -14.7% | -19.7% | +4.9% | -13.1% |
| 3M | -7.2% | -62.9% | +55.6% | +2.6% |
| 6M | +54.2% | -59.6% | +113.8% | +66.6% |
| YTD | -8.6% | -52.1% | +43.5% | -5.1% |
| 1Y | +0.5% | -50.9% | +51.4% | +3.5% |
| 3Y | +135.9% | +333.8% | -197.8% | +80.5% |
| All | -11.2% | +41.8% | -53.0% | -29.2% |
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