+271.5%
RMD vs SHAK
+87.2%
+184.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.1% |
| 7D | -4.4% | -8.3% | +3.9% | -3.1% |
| 30D | -3.1% | -12.6% | +9.5% | -1.0% |
| 3M | +13.8% | +9.1% | +4.7% | +11.6% |
| 6M | -8.6% | -31.2% | +22.7% | -4.3% |
| YTD | -8.6% | -21.6% | +12.9% | -6.7% |
| 1Y | -19.7% | -38.8% | +19.1% | -14.7% |
| 3Y | +48.4% | +0.6% | +47.8% | +38.9% |
| 5Y | -22.7% | -22.5% | -0.2% | -27.7% |
| All | +271.5% | +87.2% | +184.3% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling