-22.9%
SHAK vs RVTY
+74.0%
-96.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.4% |
| 7D | +8.3% | -3.6% | +11.9% | +9.3% |
| 30D | +16.7% | +1.4% | +15.3% | +16.0% |
| 3M | +10.0% | +43.2% | -33.2% | -4.2% |
| 6M | -23.8% | +84.5% | -108.3% | -40.7% |
| YTD | -10.3% | +65.2% | -75.5% | -28.0% |
| 1Y | -22.9% | +74.3% | -97.2% | -41.6% |
| All | -22.9% | +74.0% | -96.9% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling