-2.5%
RRC vs SHAK
+47.7%
-50.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +10.1% | -6.6% | +16.8% | +11.7% |
| 3M | +4.0% | +30.1% | -26.1% | -3.2% |
| 6M | +1.6% | -28.7% | +30.3% | +6.3% |
| YTD | +19.7% | -14.5% | +34.2% | +18.8% |
| 1Y | +21.4% | -31.9% | +53.3% | +26.6% |
| 3Y | +29.7% | -1.0% | +30.6% | +14.9% |
| 5Y | +153.9% | -18.7% | +172.6% | +122.8% |
| 10Y | +10.8% | +98.1% | -87.3% | -26.0% |
| All | -2.5% | +47.7% | -50.2% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling