+318.9%
RBA vs SHAK
+47.7%
+271.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -12.3% | -6.6% | -5.7% | -11.6% |
| 3M | -20.5% | +30.1% | -50.6% | -23.9% |
| 6M | -18.5% | -28.7% | +10.2% | -16.0% |
| YTD | -18.2% | -14.5% | -3.7% | -17.8% |
| 1Y | -27.5% | -31.9% | +4.4% | -25.0% |
| 3Y | +38.1% | -1.0% | +39.0% | +31.2% |
| 5Y | +44.8% | -18.7% | +63.5% | +37.1% |
| 10Y | +187.1% | +98.1% | +89.0% | +124.7% |
| All | +318.9% | +47.7% | +271.3% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling