+8,434.7%
SHOP vs RCAT
-99.2%
+8,533.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.5% |
| 7D | -5.1% | -1.4% | -3.7% | -5.1% |
| 30D | +0.6% | -3.3% | +3.9% | +0.6% |
| 3M | +25.0% | -43.2% | +68.3% | +25.8% |
| 6M | +11.9% | -43.2% | +55.1% | +12.5% |
| YTD | -9.9% | +5.5% | -15.4% | -10.2% |
| 1Y | 0.0% | -1.6% | +1.6% | -0.5% |
| 3Y | +117.5% | +773.7% | -656.2% | +110.2% |
| 5Y | -6.6% | +187.6% | -194.3% | -9.4% |
| 10Y | +3,320.3% | -98.5% | +3,418.8% | +3,425.7% |
| All | +8,434.7% | -99.2% | +8,533.9% | +8,691.4% |
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