-45.9%
RUN vs SHAK
-34.0%
-11.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | -15.3% | -6.6% | -8.6% | -14.1% |
| 3M | -40.0% | +30.1% | -70.1% | -42.8% |
| 6M | -27.0% | -28.7% | +1.8% | -24.7% |
| YTD | -51.7% | -14.5% | -37.2% | -53.1% |
| 1Y | -45.9% | -31.9% | -14.0% | -44.0% |
| All | -45.9% | -34.0% | -11.9% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling