+679.1%
RMBS vs SHAK
+34.1%
+645.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +2.3% |
| 7D | +3.5% | -7.2% | +10.7% | +5.1% |
| 30D | -8.6% | -11.8% | +3.2% | -6.1% |
| 3M | -40.3% | +17.2% | -57.5% | -43.1% |
| 6M | -1.0% | -34.1% | +33.2% | +6.2% |
| YTD | -4.6% | -22.4% | +17.8% | -1.9% |
| 1Y | +17.6% | -35.9% | +53.5% | +26.2% |
| 3Y | +58.6% | -3.4% | +62.0% | +52.3% |
| 5Y | +270.9% | -25.4% | +296.3% | +259.0% |
| 10Y | +569.1% | +83.4% | +485.6% | +426.0% |
| All | +679.1% | +34.1% | +645.0% | +523.9% |
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