-30.2%
RIG vs SHAK
-2.6%
-27.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.1% |
| 7D | -3.1% | -8.3% | +5.2% | -2.0% |
| 30D | -0.5% | -12.6% | +12.1% | +1.1% |
| 3M | -6.0% | +9.1% | -15.1% | -7.6% |
| 6M | -10.1% | -31.2% | +21.1% | -6.8% |
| YTD | +37.3% | -21.6% | +58.9% | +38.0% |
| 1Y | +73.9% | -38.8% | +112.7% | +83.4% |
| 3Y | -30.2% | +0.6% | -30.8% | -34.0% |
| All | -30.2% | -2.6% | -27.5% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling