-6.3%
RIG vs SHAK
-34.4%
+28.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +0.9% |
| 7D | -4.2% | -11.0% | +6.8% | -5.0% |
| 30D | -0.7% | -14.0% | +13.3% | -1.9% |
| 3M | -4.0% | +13.3% | -17.2% | -2.7% |
| 6M | -6.3% | -35.3% | +29.0% | -8.4% |
| All | -6.3% | -34.4% | +28.1% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling