+173.7%
RRX vs SHAK
+31.3%
+142.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.5% |
| 7D | -3.7% | -11.0% | +7.2% | -1.1% |
| 30D | -9.3% | -14.0% | +4.7% | -6.1% |
| 3M | -21.8% | +13.3% | -35.0% | -25.1% |
| 6M | -22.0% | -35.3% | +13.3% | -15.4% |
| YTD | +11.9% | -24.0% | +35.9% | +16.7% |
| 1Y | +11.6% | -36.7% | +48.3% | +21.0% |
| 3Y | +2.2% | -5.4% | +7.5% | -0.4% |
| 5Y | +14.9% | -24.9% | +39.8% | +12.0% |
| 10Y | +214.2% | +79.6% | +134.6% | +140.0% |
| All | +173.7% | +31.3% | +142.4% | +111.1% |
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