-2.5%
SHAK vs RVTY
+13.9%
-16.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -1.1% |
| 7D | -11.0% | -7.4% | -3.5% | -8.0% |
| 30D | -14.0% | +4.5% | -18.5% | -15.7% |
| 3M | +13.3% | +19.5% | -6.2% | +4.7% |
| 6M | -35.3% | +34.1% | -69.4% | -43.4% |
| YTD | -24.0% | +25.3% | -49.2% | -31.9% |
| 1Y | -36.7% | +47.0% | -83.7% | -47.4% |
| All | -2.5% | +13.9% | -16.3% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling