-27.1%
RKT vs SHAK
+30.1%
-57.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -1.2% |
| 7D | -6.3% | -8.3% | +2.0% | -3.4% |
| 30D | -6.2% | -12.6% | +6.4% | -1.7% |
| 3M | -1.9% | +9.1% | -11.0% | -5.5% |
| 6M | -13.0% | -31.2% | +18.2% | -3.6% |
| YTD | -31.9% | -21.6% | -10.3% | -28.3% |
| 1Y | -37.6% | -38.8% | +1.2% | -28.6% |
| 3Y | +36.8% | +0.6% | +36.2% | +12.1% |
| 5Y | -9.7% | -22.5% | +12.8% | -23.2% |
| All | -27.1% | +30.1% | -57.1% | -50.4% |
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 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