+396.4%
RCL vs SHAK
+59.5%
+336.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.9% |
| 7D | -1.2% | +4.3% | -5.5% | -3.0% |
| 30D | +17.8% | +9.0% | +8.8% | +13.6% |
| 3M | +4.9% | +1.8% | +3.1% | +3.4% |
| 6M | +23.7% | +17.3% | +6.4% | +13.1% |
| YTD | +17.8% | -7.6% | +25.4% | +15.2% |
| 1Y | +28.9% | -16.9% | +45.8% | +31.4% |
| 3Y | +241.9% | +35.1% | +206.8% | +159.7% |
| 5Y | +295.4% | -11.3% | +306.7% | +245.5% |
| 10Y | +344.1% | +98.8% | +245.3% | +189.0% |
| All | +396.4% | +59.5% | +336.9% | +211.8% |
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