+319.7%
RL vs SHAK
+97.6%
+222.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.3% | -2.1% |
| 7D | +2.6% | +4.3% | -1.7% | +1.3% |
| 30D | +2.9% | +9.0% | -6.1% | +0.4% |
| 3M | 0.0% | +1.8% | -1.8% | -1.0% |
| 6M | +17.1% | +17.3% | -0.2% | +9.9% |
| YTD | +10.1% | -7.6% | +17.8% | +8.6% |
| 1Y | +17.3% | -16.9% | +34.2% | +19.1% |
| 3Y | +249.3% | +35.1% | +214.3% | +195.8% |
| 5Y | +240.9% | -11.3% | +252.2% | +208.5% |
| All | +319.7% | +97.6% | +222.1% | +189.4% |
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