+420.8%
RSG vs SHAK
+87.2%
+333.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.5% |
| 7D | 0.0% | -8.3% | +8.3% | +0.7% |
| 30D | +4.0% | -12.6% | +16.6% | +5.1% |
| 3M | +7.4% | +9.1% | -1.7% | +6.3% |
| 6M | +0.1% | -31.2% | +31.4% | +2.3% |
| YTD | +6.0% | -21.6% | +27.6% | +6.8% |
| 1Y | -3.0% | -38.8% | +35.8% | -0.1% |
| 3Y | +56.5% | +0.6% | +55.9% | +48.6% |
| 5Y | +90.9% | -22.5% | +113.5% | +81.1% |
| All | +420.8% | +87.2% | +333.6% | +300.0% |
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