+59.4%
RBLX vs SHAK
-2.6%
+62.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.8% |
| 7D | +5.1% | -8.3% | +13.3% | +6.7% |
| 30D | +28.0% | -12.6% | +40.7% | +31.3% |
| 3M | +4.6% | +9.1% | -4.5% | +2.3% |
| 6M | -24.7% | -31.2% | +6.6% | -20.6% |
| YTD | -43.8% | -21.6% | -22.3% | -42.3% |
| 1Y | -65.8% | -38.8% | -27.0% | -63.1% |
| 3Y | +59.4% | +0.6% | +58.8% | +48.3% |
| All | +59.4% | -2.6% | +62.0% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling