-79.5%
RAM vs SHAK
+28.5%
-108.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -4.1% | -28.3% | -33.5% |
| 7D | -49.5% | -1.0% | -48.5% | -49.4% |
| 30D | -63.2% | +8.1% | -71.3% | -61.7% |
| 3M | -58.5% | -6.1% | -52.4% | -59.8% |
| All | -79.5% | +28.5% | -108.0% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · Available span rolling