+309.4%
RMD vs SHAK
+43.4%
+266.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.8% |
| 7D | -4.5% | -0.3% | -4.1% | -4.4% |
| 30D | +4.6% | -5.2% | +9.8% | +5.4% |
| 3M | +14.8% | +27.3% | -12.5% | +10.5% |
| 6M | -12.1% | -27.9% | +15.8% | -9.2% |
| YTD | -7.5% | -17.0% | +9.5% | -6.5% |
| 1Y | -20.1% | -30.9% | +10.9% | -17.3% |
| 3Y | +53.9% | +3.4% | +50.5% | +45.9% |
| 5Y | -22.2% | -20.5% | -1.7% | -26.3% |
| 10Y | +268.2% | +88.3% | +180.0% | +197.3% |
| All | +309.4% | +43.4% | +266.0% | +237.9% |
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