+46.2%
RBRK vs SHAK
-26.3%
+72.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.1% | -7.0% | -11.1% |
| 7D | -20.9% | -1.0% | -19.9% | -20.8% |
| 30D | -15.9% | +8.1% | -24.0% | -16.0% |
| 3M | +24.7% | -6.1% | +30.7% | +24.4% |
| 6M | +85.1% | -27.7% | +112.8% | +82.9% |
| YTD | +38.3% | -14.0% | +52.2% | +38.1% |
| 1Y | +46.2% | -27.1% | +73.2% | +53.7% |
| All | +46.2% | -26.3% | +72.4% | +53.7% |
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