+13.3%
RMBS vs SHAK
-34.0%
+47.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -12.2% | -6.6% | -5.5% | -11.4% |
| 3M | -49.5% | +30.1% | -79.6% | -52.1% |
| 6M | -7.1% | -28.7% | +21.6% | +3.5% |
| YTD | -7.0% | -14.5% | +7.5% | -4.2% |
| 1Y | +13.3% | -31.9% | +45.2% | +47.1% |
| All | +13.3% | -34.0% | +47.4% | +47.1% |
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