-66.6%
RBLX vs SHAK
-34.0%
-32.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +12.4% | -0.7% | +13.1% | +12.5% |
| 30D | +19.7% | -6.6% | +26.3% | +20.7% |
| 3M | -0.1% | +30.1% | -30.2% | -3.6% |
| 6M | -35.7% | -28.7% | -7.0% | -34.3% |
| YTD | -46.6% | -14.5% | -32.1% | -44.4% |
| 1Y | -66.6% | -31.9% | -34.8% | -64.3% |
| All | -66.6% | -34.0% | -32.6% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling