+152.0%
RRC vs SHAK
-27.4%
+179.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | -1.2% | -11.0% | +9.8% | +0.3% |
| 30D | +3.0% | -14.0% | +17.0% | +4.9% |
| 3M | +7.3% | +13.3% | -6.0% | +4.7% |
| 6M | +3.6% | -35.3% | +38.9% | +8.1% |
| YTD | +19.4% | -24.0% | +43.4% | +20.5% |
| 1Y | +21.4% | -36.7% | +58.1% | +26.1% |
| 3Y | +32.8% | -5.4% | +38.1% | +21.6% |
| 5Y | +152.0% | -24.9% | +176.9% | +120.9% |
| All | +152.0% | -27.4% | +179.4% | +120.9% |
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