+437.4%
REPL vs SHAK
+12.9%
+424.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.1% | +0.7% |
| 7D | +9.8% | +4.1% | +5.7% | +10.2% |
| 30D | +81.5% | +2.3% | +79.2% | +79.7% |
| 3M | +44.2% | -0.2% | +44.5% | +40.3% |
| 6M | +437.4% | +10.1% | +427.3% | +552.6% |
| All | +437.4% | +12.9% | +424.5% | +552.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling