-52.2%
RDDT vs SHAK
-26.3%
-25.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.1% | -3.8% | -7.1% |
| 7D | -27.6% | -1.0% | -26.6% | -27.5% |
| 30D | -37.0% | +8.1% | -45.1% | -38.0% |
| 3M | -39.6% | -6.1% | -33.5% | -39.0% |
| 6M | -45.3% | -27.7% | -17.6% | -43.0% |
| YTD | -59.2% | -14.0% | -45.2% | -59.2% |
| 1Y | -52.2% | -27.1% | -25.1% | -47.5% |
| All | -52.2% | -26.3% | -25.9% | -47.5% |
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