+445.5%
RY vs SHAK
+54.6%
+390.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | -0.5% | +4.1% | -4.6% | -1.1% |
| 30D | +4.7% | +2.3% | +2.5% | +4.3% |
| 3M | -4.5% | -0.2% | -4.2% | -4.7% |
| 6M | +12.5% | +10.1% | +2.5% | +10.3% |
| YTD | +21.1% | -10.5% | +31.6% | +20.5% |
| 1Y | +38.6% | -22.4% | +61.0% | +40.3% |
| 3Y | +160.2% | +32.1% | +128.1% | +137.5% |
| 5Y | +124.7% | -14.0% | +138.7% | +111.0% |
| 10Y | +352.3% | +92.7% | +259.6% | +252.0% |
| All | +445.5% | +54.6% | +390.9% | +332.2% |
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