+586.1%
RSG vs SHAK
+34.1%
+552.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.9% |
| 7D | 0.0% | -7.2% | +7.2% | +0.5% |
| 30D | +3.7% | -11.8% | +15.5% | +4.6% |
| 3M | +6.2% | +17.2% | -11.0% | +4.6% |
| 6M | -2.8% | -34.1% | +31.4% | -0.5% |
| YTD | +5.9% | -22.4% | +28.3% | +6.7% |
| 1Y | -1.8% | -35.9% | +34.2% | +0.4% |
| 3Y | +57.5% | -3.4% | +60.9% | +51.4% |
| 5Y | +91.1% | -25.4% | +116.5% | +83.5% |
| 10Y | +428.1% | +83.4% | +344.6% | +340.4% |
| All | +586.1% | +34.1% | +552.0% | +474.1% |
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