-15.2%
RDW vs SHAK
-26.3%
+11.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -4.1% | -15.7% | -19.3% |
| 7D | -32.4% | -1.0% | -31.4% | -32.2% |
| 30D | -41.7% | +8.1% | -49.8% | -42.3% |
| 3M | -42.3% | -6.1% | -36.2% | -41.7% |
| 6M | -28.8% | -27.7% | -1.0% | -22.8% |
| YTD | -18.6% | -14.0% | -4.6% | -15.8% |
| 1Y | -15.2% | -27.1% | +11.9% | -8.4% |
| All | -15.2% | -26.3% | +11.1% | -8.4% |
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