+238.8%
RSP vs SHAK
+43.4%
+195.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.6% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.5% | -5.2% | +3.7% | -0.7% |
| 3M | +4.8% | +27.3% | -22.5% | +0.2% |
| 6M | +10.3% | -27.9% | +38.1% | +14.3% |
| YTD | +14.1% | -17.0% | +31.0% | +15.0% |
| 1Y | +17.0% | -30.9% | +47.9% | +21.4% |
| 3Y | +54.2% | +3.4% | +50.8% | +43.6% |
| 5Y | +51.5% | -20.5% | +72.0% | +41.7% |
| 10Y | +204.4% | +88.3% | +116.1% | +133.2% |
| All | +238.8% | +43.4% | +195.4% | +161.3% |
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