+279.2%
RTX vs SHAK
+87.2%
+192.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.8% |
| 7D | -1.5% | -8.3% | +6.7% | 0.0% |
| 30D | -11.0% | -12.6% | +1.7% | -8.8% |
| 3M | +7.7% | +9.1% | -1.5% | +5.3% |
| 6M | -3.9% | -31.2% | +27.3% | +0.9% |
| YTD | +9.0% | -21.6% | +30.5% | +10.8% |
| 1Y | +27.3% | -38.8% | +66.0% | +35.5% |
| 3Y | +172.9% | +0.6% | +172.3% | +145.3% |
| 5Y | +165.2% | -22.5% | +187.7% | +140.1% |
| All | +279.2% | +87.2% | +192.0% | +142.1% |
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 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