-1.0%
RMBS vs SHAK
-32.1%
+31.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.2% |
| 7D | +3.5% | -7.2% | +10.7% | +3.8% |
| 30D | -8.6% | -11.8% | +3.2% | -8.1% |
| 3M | -40.3% | +17.2% | -57.5% | -41.5% |
| 6M | -1.0% | -34.1% | +33.2% | +13.0% |
| All | -1.0% | -32.1% | +31.2% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling