+195.7%
RL vs SHAK
+59.7%
+136.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -4.4% | +3.0% | -7.4% | -5.1% |
| 30D | +5.6% | +8.2% | -2.6% | +3.4% |
| 3M | -0.6% | +4.6% | -5.2% | -2.1% |
| 6M | +15.5% | +16.3% | -0.9% | +9.4% |
| YTD | +12.3% | -7.6% | +19.9% | +11.1% |
| 1Y | +19.3% | -18.7% | +38.1% | +21.7% |
| 3Y | +255.5% | +36.4% | +219.2% | +209.1% |
| 5Y | +247.1% | -10.5% | +257.6% | +219.8% |
| 10Y | +346.0% | +99.0% | +247.0% | +231.2% |
| All | +195.7% | +59.7% | +136.0% | +98.9% |
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 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