+588.9%
RVMD vs SHAK
-22.8%
+611.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.8% |
| 7D | -3.0% | -8.3% | +5.3% | -0.4% |
| 30D | -0.7% | -12.6% | +11.9% | +3.2% |
| 3M | +36.5% | +9.1% | +27.4% | +30.8% |
| 6M | +104.6% | -31.2% | +135.9% | +123.5% |
| YTD | +155.8% | -21.6% | +177.4% | +165.7% |
| 1Y | +340.7% | -38.8% | +379.5% | +394.1% |
| 3Y | +519.9% | +0.6% | +519.3% | +409.7% |
| All | +588.9% | -22.8% | +611.7% | +474.0% |
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 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