-2.9%
SHOP vs RCAT
+46.9%
-49.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +18.6% | -15.1% | +1.5% |
| 7D | -5.4% | -12.7% | +7.3% | -4.3% |
| 30D | -10.3% | -34.3% | +24.0% | -6.5% |
| 3M | +1.0% | -53.4% | +54.4% | +9.0% |
| 6M | +41.2% | -62.0% | +103.2% | +53.6% |
| YTD | -7.5% | -49.1% | +41.6% | -4.5% |
| 1Y | -4.6% | -53.1% | +48.6% | -1.3% |
| 3Y | +146.4% | +318.7% | -172.2% | +87.4% |
| All | -2.9% | +46.9% | -49.8% | -15.4% |
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 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