+8.9%
RL vs SHAK
-37.3%
+46.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | -2.2% | -11.0% | +8.8% | +0.2% |
| 30D | -15.3% | -14.0% | -1.3% | -12.7% |
| 3M | -10.3% | +13.3% | -23.6% | -13.6% |
| 6M | -2.2% | -35.3% | +33.1% | +6.1% |
| YTD | -4.3% | -24.0% | +19.7% | +0.1% |
| 1Y | +8.9% | -36.7% | +45.6% | +16.6% |
| All | +8.9% | -37.3% | +46.1% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling