-34.5%
RBLX vs SHAK
-44.8%
+10.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.1% |
| 7D | +5.1% | -8.3% | +13.3% | +8.5% |
| 30D | +28.0% | -12.6% | +40.7% | +34.6% |
| 3M | +4.6% | +9.1% | -4.5% | -0.3% |
| 6M | -24.7% | -31.2% | +6.6% | -16.7% |
| YTD | -43.8% | -21.6% | -22.3% | -41.6% |
| 1Y | -65.8% | -38.8% | -27.0% | -60.8% |
| 3Y | +59.4% | +0.6% | +58.8% | +19.3% |
| 5Y | -48.2% | -22.5% | -25.7% | -59.9% |
| All | -34.5% | -44.8% | +10.2% | -38.8% |
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