+2.0%
RDW vs SHAK
-41.3%
+43.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.5% |
| 7D | +0.9% | -8.3% | +9.1% | +4.2% |
| 30D | -21.3% | -12.6% | -8.6% | -17.2% |
| 3M | -37.9% | +9.1% | -47.0% | -41.1% |
| 6M | +12.3% | -31.2% | +43.5% | +24.0% |
| YTD | +39.7% | -21.6% | +61.3% | +45.6% |
| 1Y | +25.7% | -38.8% | +64.5% | +45.6% |
| 3Y | +230.8% | +0.6% | +230.2% | +210.3% |
| 5Y | -8.8% | -22.5% | +13.8% | -17.2% |
| All | +2.0% | -41.3% | +43.3% | -7.4% |
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 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