-18.3%
RUN vs SHAK
-13.0%
-5.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +2.0% | -2.0% |
| 7D | -1.8% | -7.2% | +5.4% | +1.0% |
| 30D | -10.8% | -11.8% | +1.0% | -6.4% |
| 3M | -30.2% | +17.2% | -47.3% | -35.1% |
| 6M | -22.3% | -34.1% | +11.8% | -13.1% |
| YTD | -52.2% | -22.4% | -29.8% | -50.1% |
| 1Y | -45.1% | -35.9% | -9.2% | -38.3% |
| 3Y | -37.1% | -3.4% | -33.7% | -45.0% |
| 5Y | -80.3% | -25.4% | -54.9% | -81.9% |
| 10Y | +45.2% | +83.4% | -38.2% | -11.0% |
| All | -18.3% | -13.0% | -5.3% | -31.1% |
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 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