-5.1%
ROL vs SHAK
-27.4%
+22.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.2% |
| 7D | -3.2% | -11.0% | +7.7% | -2.3% |
| 30D | -6.6% | -14.0% | +7.4% | -5.5% |
| 3M | -27.3% | +13.3% | -40.6% | -28.2% |
| 6M | -38.1% | -35.3% | -2.8% | -36.4% |
| YTD | -41.8% | -24.0% | -17.8% | -41.0% |
| 1Y | -37.8% | -36.7% | -1.1% | -36.1% |
| 3Y | -0.3% | -5.4% | +5.0% | -4.5% |
| 5Y | -5.1% | -24.9% | +19.8% | -8.9% |
| All | -5.1% | -27.4% | +22.3% | -8.9% |
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