+206.6%
ROL vs SHAK
+87.2%
+119.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.2% |
| 7D | -3.2% | -8.3% | +5.1% | -2.5% |
| 30D | -4.9% | -12.6% | +7.7% | -3.8% |
| 3M | -25.8% | +9.1% | -34.9% | -26.5% |
| 6M | -37.6% | -31.2% | -6.3% | -36.1% |
| YTD | -41.5% | -21.6% | -19.9% | -40.9% |
| 1Y | -39.5% | -38.8% | -0.7% | -37.6% |
| 3Y | +0.1% | +0.6% | -0.5% | -3.9% |
| 5Y | -4.6% | -22.5% | +17.9% | -8.5% |
| All | +206.6% | +87.2% | +119.4% | +150.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling