+374.0%
RY vs SHAK
+81.5%
+292.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -2.9% | -11.0% | +8.1% | -1.4% |
| 30D | -2.0% | -14.0% | +12.0% | -0.1% |
| 3M | +4.9% | +13.3% | -8.4% | +2.7% |
| 6M | +26.1% | -35.3% | +61.5% | +31.8% |
| YTD | +22.4% | -24.0% | +46.4% | +24.6% |
| 1Y | +44.7% | -36.7% | +81.5% | +50.8% |
| 3Y | +155.7% | -5.4% | +161.0% | +142.1% |
| 5Y | +137.7% | -24.9% | +162.6% | +124.7% |
| All | +374.0% | +81.5% | +292.5% | +247.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling