+593.8%
RGEN vs SHAK
+43.4%
+550.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +2.8% | -5.2% | +8.1% | +4.0% |
| 3M | +34.5% | +27.3% | +7.2% | +27.2% |
| 6M | +40.5% | -27.9% | +68.3% | +48.2% |
| YTD | +2.8% | -17.0% | +19.8% | +4.9% |
| 1Y | +39.6% | -30.9% | +70.6% | +47.6% |
| 3Y | +4.4% | +3.4% | +1.0% | -1.1% |
| 5Y | -42.8% | -20.5% | -22.3% | -45.5% |
| 10Y | +406.7% | +88.3% | +318.4% | +288.5% |
| All | +593.8% | +43.4% | +550.4% | +423.5% |
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 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