+118.9%
EOG vs SHAK
+87.2%
+31.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.7% |
| 7D | +1.5% | -8.3% | +9.8% | +3.1% |
| 30D | +2.9% | -12.6% | +15.6% | +5.4% |
| 3M | +8.7% | +9.1% | -0.4% | +5.8% |
| 6M | +12.9% | -31.2% | +44.2% | +18.0% |
| YTD | +43.8% | -21.6% | +65.4% | +45.2% |
| 1Y | +27.1% | -38.8% | +65.8% | +34.7% |
| 3Y | +25.9% | +0.6% | +25.3% | +11.5% |
| 5Y | +177.9% | -22.5% | +200.5% | +146.8% |
| All | +118.9% | +87.2% | +31.7% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling