+463.4%
RY vs SHAK
+47.7%
+415.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.1% | -0.7% | +3.8% | +3.2% |
| 30D | -0.3% | -6.6% | +6.3% | +0.5% |
| 3M | +8.7% | +30.1% | -21.4% | +4.8% |
| 6M | +28.5% | -28.7% | +57.3% | +32.3% |
| YTD | +25.1% | -14.5% | +39.6% | +25.5% |
| 1Y | +46.3% | -31.9% | +78.2% | +50.7% |
| 3Y | +154.9% | -1.0% | +155.9% | +142.2% |
| 5Y | +140.3% | -18.7% | +159.0% | +126.9% |
| 10Y | +377.0% | +98.1% | +278.9% | +271.8% |
| All | +463.4% | +47.7% | +415.7% | +350.1% |
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