-36.0%
ROL vs SHAK
-34.0%
-2.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.4% |
| 30D | -4.1% | -6.6% | +2.5% | -3.6% |
| 3M | -22.5% | +30.1% | -52.6% | -24.1% |
| 6M | -37.7% | -28.7% | -8.9% | -36.0% |
| YTD | -39.6% | -14.5% | -25.1% | -39.1% |
| 1Y | -36.0% | -31.9% | -4.1% | -32.6% |
| All | -36.0% | -34.0% | -2.0% | -32.6% |
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