+217.3%
RRX vs SHAK
+87.2%
+130.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.8% |
| 7D | -0.3% | -8.3% | +7.9% | +1.9% |
| 30D | -6.1% | -12.6% | +6.5% | -2.8% |
| 3M | -23.1% | +9.1% | -32.2% | -26.1% |
| 6M | -19.5% | -31.2% | +11.7% | -13.1% |
| YTD | +16.1% | -21.6% | +37.7% | +20.6% |
| 1Y | +12.9% | -38.8% | +51.7% | +25.0% |
| 3Y | +7.9% | +0.6% | +7.3% | +2.4% |
| 5Y | +19.1% | -22.5% | +41.6% | +13.9% |
| All | +217.3% | +87.2% | +130.1% | +99.4% |
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