+121.0%
REPL vs SHAK
-37.3%
+158.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.1% | -6.3% | -8.7% |
| 7D | -13.4% | -11.0% | -2.4% | -15.2% |
| 30D | -3.0% | -14.0% | +11.0% | -5.6% |
| 3M | +56.3% | +13.3% | +43.1% | +58.9% |
| 6M | +60.9% | -35.3% | +96.2% | +53.8% |
| YTD | +36.2% | -24.0% | +60.2% | +30.4% |
| 1Y | +121.0% | -36.7% | +157.7% | +113.4% |
| All | +121.0% | -37.3% | +158.3% | +113.4% |
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