+447.9%
RY vs SHAK
+59.7%
+388.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -3.0% | +3.0% | -6.0% | -3.4% |
| 30D | +6.3% | +8.2% | -2.0% | +5.1% |
| 3M | -2.6% | +4.6% | -7.1% | -3.4% |
| 6M | +13.9% | +16.3% | -2.4% | +10.9% |
| YTD | +21.7% | -7.6% | +29.2% | +20.5% |
| 1Y | +40.4% | -18.7% | +59.2% | +41.3% |
| 3Y | +161.3% | +36.4% | +125.0% | +137.7% |
| 5Y | +126.5% | -10.5% | +137.0% | +111.6% |
| 10Y | +354.3% | +99.0% | +255.4% | +252.2% |
| All | +447.9% | +59.7% | +388.3% | +332.5% |
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