-22.3%
RMD vs SHAK
-27.4%
+5.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | -4.2% | -11.0% | +6.8% | -2.4% |
| 30D | -2.1% | -14.0% | +12.0% | +0.3% |
| 3M | +13.8% | +13.3% | +0.5% | +11.0% |
| 6M | -10.6% | -35.3% | +24.7% | -5.6% |
| YTD | -8.1% | -24.0% | +15.9% | -5.6% |
| 1Y | -18.0% | -36.7% | +18.7% | -13.5% |
| 3Y | +52.9% | -5.4% | +58.2% | +43.6% |
| 5Y | -22.3% | -24.9% | +2.6% | -30.7% |
| All | -22.3% | -27.4% | +5.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling