+226.3%
RL vs SHAK
-25.9%
+252.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -1.3% |
| 7D | -0.3% | -7.2% | +6.9% | +2.1% |
| 30D | -17.5% | -11.8% | -5.7% | -14.2% |
| 3M | -14.0% | +17.2% | -31.2% | -19.3% |
| 6M | -2.0% | -34.1% | +32.2% | +8.8% |
| YTD | -4.6% | -22.4% | +17.8% | -0.5% |
| 1Y | +9.5% | -35.9% | +45.4% | +21.2% |
| 3Y | +200.5% | -3.4% | +203.8% | +172.1% |
| 5Y | +226.3% | -25.4% | +251.7% | +191.3% |
| All | +226.3% | -25.9% | +252.1% | +191.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling