+47.5%
ROK vs SHAK
-22.8%
+70.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.0% |
| 7D | -1.2% | -8.3% | +7.0% | +0.5% |
| 30D | -4.8% | -12.6% | +7.8% | -2.1% |
| 3M | -6.1% | +9.1% | -15.2% | -8.5% |
| 6M | +15.5% | -31.2% | +46.7% | +22.6% |
| YTD | +11.2% | -21.6% | +32.8% | +14.2% |
| 1Y | +23.8% | -38.8% | +62.6% | +34.2% |
| 3Y | +53.1% | +0.6% | +52.5% | +41.5% |
| All | +47.5% | -22.8% | +70.3% | +35.0% |
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 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