-81.4%
RUN vs SHAK
-22.8%
-58.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -2.2% |
| 7D | -3.7% | -8.3% | +4.6% | -0.1% |
| 30D | -13.0% | -12.6% | -0.4% | -7.7% |
| 3M | -31.8% | +9.1% | -40.9% | -35.3% |
| 6M | -32.2% | -31.2% | -1.0% | -24.6% |
| YTD | -53.5% | -21.6% | -31.9% | -51.7% |
| 1Y | -46.5% | -38.8% | -7.8% | -37.4% |
| 3Y | -37.6% | +0.6% | -38.2% | -52.8% |
| All | -81.4% | -22.8% | -58.6% | -85.8% |
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