-46.5%
RUN vs SHAK
-34.9%
-11.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.4% |
| 7D | -3.7% | -8.3% | +4.6% | -2.1% |
| 30D | -13.0% | -12.6% | -0.4% | -10.7% |
| 3M | -31.8% | +9.1% | -40.9% | -32.9% |
| 6M | -32.2% | -31.2% | -1.0% | -30.4% |
| YTD | -53.5% | -21.6% | -31.9% | -54.5% |
| 1Y | -46.5% | -38.8% | -7.8% | -41.1% |
| All | -46.5% | -34.9% | -11.7% | -41.1% |
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 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