+172.7%
RCL vs SHAK
-5.6%
+178.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | -2.5% | -11.0% | +8.5% | +1.1% |
| 30D | -15.7% | -14.0% | -1.6% | -11.7% |
| 3M | -3.6% | +13.3% | -16.9% | -8.1% |
| 6M | -8.7% | -35.3% | +26.7% | +2.2% |
| YTD | -6.2% | -24.0% | +17.8% | -1.2% |
| 1Y | -22.9% | -36.7% | +13.8% | -13.9% |
| All | +172.7% | -5.6% | +178.3% | +159.2% |
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