+390.7%
ROK vs SHAK
+34.1%
+356.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.6% |
| 7D | +0.2% | -7.2% | +7.4% | +1.6% |
| 30D | -1.8% | -11.8% | +10.0% | +0.6% |
| 3M | -7.2% | +17.2% | -24.3% | -10.6% |
| 6M | +14.2% | -34.1% | +48.3% | +21.4% |
| YTD | +10.6% | -22.4% | +32.9% | +13.5% |
| 1Y | +25.9% | -35.9% | +61.8% | +33.8% |
| 3Y | +50.8% | -3.4% | +54.1% | +42.9% |
| 5Y | +47.0% | -25.4% | +72.5% | +40.1% |
| 10Y | +354.9% | +83.4% | +271.5% | +241.9% |
| All | +390.7% | +34.1% | +356.7% | +270.0% |
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 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