+230.8%
RDW vs SHAK
-2.6%
+233.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.6% |
| 7D | +0.9% | -8.3% | +9.1% | +4.3% |
| 30D | -21.3% | -12.6% | -8.6% | -17.0% |
| 3M | -37.9% | +9.1% | -47.0% | -41.3% |
| 6M | +12.3% | -31.2% | +43.5% | +25.1% |
| YTD | +39.7% | -21.6% | +61.3% | +45.2% |
| 1Y | +25.7% | -38.8% | +64.5% | +48.5% |
| 3Y | +230.8% | +0.6% | +230.2% | +243.5% |
| All | +230.8% | -2.6% | +233.5% | +243.5% |
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 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