-0.8%
REPL vs SHAK
+1.3%
-2.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | +27.1% | -6.6% | +33.8% | +29.0% |
| 3M | +52.4% | +30.1% | +22.3% | +37.7% |
| 6M | +107.4% | -28.7% | +136.2% | +113.9% |
| YTD | +54.7% | -14.5% | +69.2% | +48.7% |
| 1Y | +158.9% | -31.9% | +190.7% | +165.6% |
| 3Y | -23.7% | -1.0% | -22.8% | -34.9% |
| 5Y | -54.3% | -18.7% | -35.6% | -61.0% |
| All | -0.8% | +1.3% | -2.1% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling