+44.9%
RBA vs SHAK
-12.1%
+57.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.2% | +0.5% |
| 7D | +1.7% | +4.3% | -2.6% | +1.1% |
| 30D | +8.3% | +9.0% | -0.7% | +7.0% |
| 3M | +10.5% | +1.8% | +8.7% | +9.9% |
| 6M | -5.9% | +17.3% | -23.2% | -9.0% |
| YTD | -6.9% | -7.6% | +0.8% | -7.4% |
| 1Y | -4.9% | -16.9% | +12.1% | -4.1% |
| 3Y | +64.5% | +35.1% | +29.4% | +47.2% |
| All | +44.9% | -12.1% | +57.0% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling