+404.4%
RGEN vs SHAK
+87.2%
+317.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.5% |
| 7D | -1.4% | -8.3% | +6.8% | +0.6% |
| 30D | -0.3% | -12.6% | +12.3% | +3.0% |
| 3M | +23.9% | +9.1% | +14.8% | +20.9% |
| 6M | +38.5% | -31.2% | +69.8% | +48.7% |
| YTD | +0.8% | -21.6% | +22.4% | +4.4% |
| 1Y | +38.2% | -38.8% | +77.0% | +51.4% |
| 3Y | +1.3% | +0.6% | +0.7% | -4.5% |
| 5Y | -44.0% | -22.5% | -21.5% | -47.0% |
| All | +404.4% | +87.2% | +317.2% | +243.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling