+121.9%
RNG vs SHAK
-2.6%
+124.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -1.0% |
| 7D | -6.1% | -8.3% | +2.2% | -4.1% |
| 30D | +9.6% | -12.6% | +22.2% | +13.2% |
| 3M | +83.3% | +9.1% | +74.2% | +78.6% |
| 6M | +77.9% | -31.2% | +109.2% | +88.8% |
| YTD | +139.9% | -21.6% | +161.5% | +145.0% |
| 1Y | +121.7% | -38.8% | +160.4% | +141.1% |
| 3Y | +121.9% | +0.6% | +121.3% | +106.5% |
| All | +121.9% | -2.6% | +124.5% | +106.5% |
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