+163.1%
RTX vs SHAK
-22.8%
+185.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.5% |
| 7D | -1.5% | -8.3% | +6.7% | -0.7% |
| 30D | -11.0% | -12.6% | +1.7% | -9.8% |
| 3M | +7.7% | +9.1% | -1.5% | +6.4% |
| 6M | -3.9% | -31.2% | +27.3% | -1.2% |
| YTD | +9.0% | -21.6% | +30.5% | +10.0% |
| 1Y | +27.3% | -38.8% | +66.0% | +31.9% |
| 3Y | +172.9% | +0.6% | +172.3% | +157.6% |
| All | +163.1% | -22.8% | +185.9% | +153.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling