-68.6%
RNG vs SHAK
-22.8%
-45.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -1.6% |
| 7D | -6.1% | -8.3% | +2.2% | -2.6% |
| 30D | +9.6% | -12.6% | +22.2% | +15.9% |
| 3M | +83.3% | +9.1% | +74.2% | +74.9% |
| 6M | +77.9% | -31.2% | +109.2% | +98.4% |
| YTD | +139.9% | -21.6% | +161.5% | +148.9% |
| 1Y | +121.7% | -38.8% | +160.4% | +157.6% |
| 3Y | +121.9% | +0.6% | +121.3% | +63.0% |
| All | -68.6% | -22.8% | -45.8% | -75.3% |
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