-54.1%
REPL vs SHAK
-25.9%
-28.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -0.7% |
| 7D | -9.6% | -7.2% | -2.4% | -8.1% |
| 30D | +5.7% | -11.8% | +17.5% | +8.5% |
| 3M | +56.4% | +17.2% | +39.2% | +46.5% |
| 6M | +67.4% | -34.1% | +101.6% | +75.4% |
| YTD | +48.7% | -22.4% | +71.0% | +45.9% |
| 1Y | +148.3% | -35.9% | +184.2% | +157.2% |
| 3Y | -26.7% | -3.4% | -23.3% | -38.0% |
| 5Y | -54.1% | -25.4% | -28.7% | -61.6% |
| All | -54.1% | -25.9% | -28.3% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling