-23.6%
RKT vs SHAK
+37.7%
-61.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.8% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +0.7% | -5.2% | +5.9% | +2.6% |
| 3M | +11.8% | +27.3% | -15.4% | +2.0% |
| 6M | -7.6% | -27.9% | +20.3% | +0.8% |
| YTD | -28.7% | -17.0% | -11.7% | -26.4% |
| 1Y | -32.6% | -30.9% | -1.6% | -26.1% |
| 3Y | +42.1% | +3.4% | +38.7% | +15.7% |
| 5Y | -7.2% | -20.5% | +13.3% | -21.4% |
| All | -23.6% | +37.7% | -61.3% | -49.1% |
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