+48.4%
RMD vs SHAK
-2.6%
+51.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.1% |
| 7D | -4.4% | -8.3% | +3.9% | -3.2% |
| 30D | -3.1% | -12.6% | +9.5% | -1.2% |
| 3M | +13.8% | +9.1% | +4.7% | +11.9% |
| 6M | -8.6% | -31.2% | +22.7% | -4.6% |
| YTD | -8.6% | -21.6% | +12.9% | -6.7% |
| 1Y | -19.7% | -38.8% | +19.1% | -15.0% |
| 3Y | +48.4% | +0.6% | +47.8% | +36.7% |
| All | +48.4% | -2.6% | +51.0% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling