+188.9%
RBA vs SHAK
+81.5%
+107.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -3.3% | -11.0% | +7.7% | -1.6% |
| 30D | -9.8% | -14.0% | +4.2% | -7.8% |
| 3M | -23.5% | +13.3% | -36.7% | -25.6% |
| 6M | -21.5% | -35.3% | +13.8% | -17.6% |
| YTD | -21.2% | -24.0% | +2.8% | -19.3% |
| 1Y | -30.2% | -36.7% | +6.5% | -26.7% |
| 3Y | +25.3% | -5.4% | +30.7% | +18.6% |
| 5Y | +35.1% | -24.9% | +60.0% | +28.1% |
| All | +188.9% | +81.5% | +107.5% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling