+38.2%
RBA vs SHAK
-25.9%
+64.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.3% |
| 7D | -1.9% | -7.2% | +5.3% | -0.9% |
| 30D | -13.0% | -11.8% | -1.2% | -11.5% |
| 3M | -23.1% | +17.2% | -40.3% | -25.6% |
| 6M | -22.6% | -34.1% | +11.5% | -19.0% |
| YTD | -20.4% | -22.4% | +2.0% | -18.7% |
| 1Y | -29.6% | -35.9% | +6.3% | -26.2% |
| 3Y | +26.6% | -3.4% | +29.9% | +18.7% |
| 5Y | +38.2% | -25.4% | +63.6% | +30.9% |
| All | +38.2% | -25.9% | +64.0% | +30.9% |
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 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