+94.2%
BKR vs SHAK
+31.3%
+62.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.3% |
| 7D | -6.7% | -11.0% | +4.3% | -4.6% |
| 30D | -8.3% | -14.0% | +5.7% | -5.7% |
| 3M | -5.4% | +13.3% | -18.7% | -8.3% |
| 6M | +0.8% | -35.3% | +36.1% | +7.5% |
| YTD | +31.8% | -24.0% | +55.8% | +35.4% |
| 1Y | +28.6% | -36.7% | +65.3% | +36.3% |
| 3Y | +71.2% | -5.4% | +76.6% | +60.1% |
| 5Y | +179.2% | -24.9% | +204.1% | +160.0% |
| 10Y | +124.0% | +79.6% | +44.3% | +58.2% |
| All | +94.2% | +31.3% | +62.9% | +44.3% |
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