+261.2%
RTX vs SHAK
+43.4%
+217.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.5% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -10.6% | -5.2% | -5.3% | -9.9% |
| 3M | +11.6% | +27.3% | -15.6% | +6.9% |
| 6M | -4.5% | -27.9% | +23.4% | -1.1% |
| YTD | +9.6% | -17.0% | +26.5% | +10.3% |
| 1Y | +30.8% | -30.9% | +61.8% | +35.4% |
| 3Y | +152.8% | +3.4% | +149.5% | +132.3% |
| 5Y | +167.1% | -20.5% | +187.6% | +146.7% |
| 10Y | +275.2% | +88.3% | +186.9% | +183.3% |
| All | +261.2% | +43.4% | +217.8% | +171.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling