+54.2%
RGTI vs SHAK
-41.9%
+96.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | -0.9% |
| 7D | +0.5% | -8.3% | +8.7% | +4.8% |
| 30D | -17.1% | -12.6% | -4.5% | -11.4% |
| 3M | -26.0% | +9.1% | -35.1% | -31.0% |
| 6M | -9.9% | -31.2% | +21.4% | +3.1% |
| YTD | -31.1% | -21.6% | -9.5% | -26.8% |
| 1Y | -8.5% | -38.8% | +30.3% | +10.9% |
| 3Y | +652.2% | +0.6% | +651.6% | +617.5% |
| 5Y | +56.8% | -22.5% | +79.3% | +44.7% |
| All | +54.2% | -41.9% | +96.2% | +42.0% |
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