+301.8%
RL vs SHAK
+81.5%
+220.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -2.2% | -11.0% | +8.8% | +1.1% |
| 30D | -15.3% | -14.0% | -1.3% | -11.7% |
| 3M | -10.3% | +13.3% | -23.6% | -14.3% |
| 6M | -2.2% | -35.3% | +33.1% | +7.8% |
| YTD | -4.3% | -24.0% | +19.7% | +0.2% |
| 1Y | +8.9% | -36.7% | +45.6% | +19.5% |
| 3Y | +201.4% | -5.4% | +206.8% | +182.9% |
| 5Y | +230.6% | -24.9% | +255.5% | +213.4% |
| All | +301.8% | +81.5% | +220.4% | +180.9% |
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