+2.6%
RRC vs SHAK
+87.2%
-84.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.3% |
| 7D | -1.8% | -8.3% | +6.5% | +0.2% |
| 30D | +2.7% | -12.6% | +15.3% | +5.9% |
| 3M | +8.8% | +9.1% | -0.3% | +5.2% |
| 6M | -1.2% | -31.2% | +30.1% | +4.5% |
| YTD | +17.6% | -21.6% | +39.2% | +18.8% |
| 1Y | +18.4% | -38.8% | +57.2% | +27.4% |
| 3Y | +33.1% | +0.6% | +32.5% | +13.7% |
| 5Y | +148.2% | -22.5% | +170.7% | +113.9% |
| All | +2.6% | +87.2% | -84.6% | -37.4% |
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