-34.3%
REPL vs SHAK
-13.2%
-21.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.1% | +1.7% |
| 7D | +9.8% | +4.1% | +5.7% | +8.7% |
| 30D | +81.5% | +2.3% | +79.2% | +80.7% |
| 3M | +44.2% | -0.2% | +44.5% | +43.7% |
| 6M | +437.4% | +10.1% | +427.3% | +412.9% |
| YTD | +126.1% | -10.5% | +136.6% | +114.0% |
| 1Y | +143.1% | -22.4% | +165.5% | +141.0% |
| 3Y | +97.8% | +32.1% | +65.8% | +50.6% |
| 5Y | -34.3% | -14.0% | -20.3% | -45.5% |
| All | -34.3% | -13.2% | -21.1% | -45.5% |
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