-25.1%
RCL vs SHAK
-34.0%
+8.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | -19.0% | -6.6% | -12.4% | -17.5% |
| 3M | -9.6% | +30.1% | -39.6% | -16.6% |
| 6M | -6.7% | -28.7% | +22.1% | +0.5% |
| YTD | -3.9% | -14.5% | +10.6% | -4.4% |
| 1Y | -25.1% | -31.9% | +6.8% | -18.9% |
| All | -25.1% | -34.0% | +8.9% | -18.9% |
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