+162.8%
RL vs SHAK
+47.7%
+115.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -7.8% | -6.6% | -1.1% | -6.3% |
| 3M | -4.0% | +30.1% | -34.1% | -10.9% |
| 6M | -1.9% | -28.7% | +26.9% | +4.5% |
| YTD | -0.2% | -14.5% | +14.3% | +1.0% |
| 1Y | +10.7% | -31.9% | +42.5% | +18.1% |
| 3Y | +210.8% | -1.0% | +211.7% | +192.5% |
| 5Y | +238.2% | -18.7% | +256.9% | +218.5% |
| 10Y | +313.4% | +98.1% | +215.3% | +211.1% |
| All | +162.8% | +47.7% | +115.1% | +80.9% |
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