+260.7%
RTX vs SHAK
+59.5%
+201.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.4% |
| 7D | +4.8% | +4.3% | +0.5% | +4.0% |
| 30D | +6.5% | +9.0% | -2.5% | +4.9% |
| 3M | -9.6% | +1.8% | -11.5% | -10.3% |
| 6M | +12.3% | +17.3% | -5.0% | +8.3% |
| YTD | +9.5% | -7.6% | +17.1% | +7.9% |
| 1Y | +15.8% | -16.9% | +32.8% | +16.1% |
| 3Y | +157.0% | +35.1% | +122.0% | +124.6% |
| 5Y | +148.8% | -11.3% | +160.1% | +126.2% |
| 10Y | +264.0% | +98.8% | +165.2% | +170.2% |
| All | +260.7% | +59.5% | +201.2% | +166.0% |
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