+8,659.4%
SHOP vs RCAT
-99.6%
+8,759.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +18.6% | -15.1% | +3.3% |
| 7D | -5.4% | -12.7% | +7.3% | -5.3% |
| 30D | -10.3% | -34.3% | +24.0% | -9.8% |
| 3M | +1.0% | -53.4% | +54.4% | +2.0% |
| 6M | +41.2% | -62.0% | +103.2% | +42.7% |
| YTD | -7.5% | -49.1% | +41.6% | -7.0% |
| 1Y | -4.6% | -53.1% | +48.6% | -4.1% |
| 3Y | +146.4% | +318.7% | -172.2% | +140.4% |
| 5Y | -2.5% | +48.5% | -51.1% | -4.6% |
| 10Y | +3,703.6% | -99.6% | +3,803.2% | +3,791.2% |
| All | +8,659.4% | -99.6% | +8,759.0% | +9,006.1% |
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