+44.4%
REPL vs SHAK
+9.4%
+35.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.3% |
| 7D | +1.2% | +4.3% | -3.0% | 0.0% |
| 30D | +92.2% | +9.0% | +83.2% | +87.9% |
| 3M | +44.1% | +1.8% | +42.3% | +42.6% |
| 6M | +313.0% | +17.3% | +295.7% | +284.4% |
| YTD | +125.2% | -7.6% | +132.8% | +111.3% |
| 1Y | +143.8% | -16.9% | +160.7% | +136.3% |
| 3Y | +104.2% | +35.1% | +69.1% | +57.9% |
| 5Y | -34.5% | -11.3% | -23.3% | -45.0% |
| All | +44.4% | +9.4% | +35.0% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling