+143.8%
REPL vs SHAK
-20.2%
+163.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.1% |
| 7D | +1.2% | +4.3% | -3.0% | +1.7% |
| 30D | +92.2% | +9.0% | +83.2% | +93.3% |
| 3M | +44.1% | +1.8% | +42.3% | +42.9% |
| 6M | +313.0% | +17.3% | +295.7% | +329.1% |
| YTD | +125.2% | -7.6% | +132.8% | +116.6% |
| 1Y | +143.8% | -16.9% | +160.7% | +140.6% |
| All | +143.8% | -20.2% | +163.9% | +140.6% |
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