+264.8%
RTX vs SHAK
+47.7%
+217.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.2% | -0.7% | -4.5% | -5.1% |
| 30D | -9.4% | -6.6% | -2.7% | -8.5% |
| 3M | +12.3% | +30.1% | -17.8% | +7.1% |
| 6M | -3.1% | -28.7% | +25.6% | +0.5% |
| YTD | +10.7% | -14.5% | +25.2% | +10.9% |
| 1Y | +28.4% | -31.9% | +60.3% | +33.3% |
| 3Y | +147.1% | -1.0% | +148.0% | +129.0% |
| 5Y | +167.2% | -18.7% | +185.9% | +146.0% |
| 10Y | +274.7% | +98.1% | +176.6% | +181.4% |
| All | +264.8% | +47.7% | +217.1% | +173.3% |
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