+25.9%
EOG vs SHAK
-2.6%
+28.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.2% |
| 7D | +1.5% | -8.3% | +9.8% | +1.8% |
| 30D | +2.9% | -12.6% | +15.6% | +3.4% |
| 3M | +8.7% | +9.1% | -0.4% | +8.0% |
| 6M | +12.9% | -31.2% | +44.2% | +14.9% |
| YTD | +43.8% | -21.6% | +65.4% | +44.2% |
| 1Y | +27.1% | -38.8% | +65.8% | +30.5% |
| 3Y | +25.9% | +0.6% | +25.3% | +23.6% |
| All | +25.9% | -2.6% | +28.5% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling