-20.4%
ROP vs SHAK
-2.6%
-17.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.4% |
| 7D | -4.6% | -8.3% | +3.7% | -3.7% |
| 30D | -1.7% | -12.6% | +10.9% | -0.3% |
| 3M | +17.1% | +9.1% | +7.9% | +15.7% |
| 6M | +10.9% | -31.2% | +42.1% | +13.6% |
| YTD | -12.1% | -21.6% | +9.5% | -11.3% |
| 1Y | -24.2% | -38.8% | +14.5% | -21.6% |
| 3Y | -20.4% | +0.6% | -21.0% | -22.7% |
| All | -20.4% | -2.6% | -17.7% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling