+141.7%
RNG vs SHAK
-34.0%
+175.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +5.8% | -0.7% | +6.5% | +5.9% |
| 30D | +19.6% | -6.6% | +26.2% | +21.3% |
| 3M | +67.0% | +30.1% | +37.0% | +57.3% |
| 6M | +88.4% | -28.7% | +117.1% | +92.7% |
| YTD | +155.5% | -14.5% | +170.0% | +148.1% |
| 1Y | +141.7% | -31.9% | +173.6% | +150.0% |
| All | +141.7% | -34.0% | +175.7% | +150.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling