-1.8%
RMBS vs SHAK
-34.9%
+33.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.6% |
| 7D | +1.8% | -8.3% | +10.1% | +2.6% |
| 30D | -13.9% | -12.6% | -1.3% | -12.7% |
| 3M | -39.8% | +9.1% | -48.9% | -40.8% |
| 6M | -6.0% | -31.2% | +25.2% | +3.2% |
| YTD | -5.4% | -21.6% | +16.2% | +0.2% |
| 1Y | -1.8% | -38.8% | +37.0% | +20.0% |
| All | -1.8% | -34.9% | +33.0% | +20.0% |
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