+155.1%
RY vs SHAK
-3.6%
+158.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.5% |
| 7D | -0.5% | -7.2% | +6.7% | +0.1% |
| 30D | -1.9% | -11.8% | +9.9% | -0.8% |
| 3M | +5.1% | +17.2% | -12.0% | +3.4% |
| 6M | +28.2% | -34.1% | +62.3% | +32.0% |
| YTD | +22.9% | -22.4% | +45.2% | +24.2% |
| 1Y | +45.5% | -35.9% | +81.4% | +49.8% |
| All | +155.1% | -3.6% | +158.7% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling