+304.8%
RCL vs SHAK
+47.7%
+257.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | -19.0% | -6.6% | -12.4% | -16.8% |
| 3M | -9.6% | +30.1% | -39.6% | -19.7% |
| 6M | -6.7% | -28.7% | +22.1% | +3.1% |
| YTD | -3.9% | -14.5% | +10.6% | -2.4% |
| 1Y | -25.1% | -31.9% | +6.8% | -16.8% |
| 3Y | +179.1% | -1.0% | +180.1% | +143.4% |
| 5Y | +243.3% | -18.7% | +262.0% | +210.8% |
| 10Y | +325.8% | +98.1% | +227.7% | +184.5% |
| All | +304.8% | +47.7% | +257.2% | +164.2% |
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 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