+131.6%
EOG vs SHAK
+31.3%
+100.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +1.0% | -11.0% | +12.0% | +2.9% |
| 30D | +2.8% | -14.0% | +16.9% | +5.3% |
| 3M | +5.9% | +13.3% | -7.4% | +2.6% |
| 6M | +17.1% | -35.3% | +52.4% | +23.0% |
| YTD | +43.9% | -24.0% | +67.9% | +46.0% |
| 1Y | +26.9% | -36.7% | +63.6% | +32.6% |
| 3Y | +23.6% | -5.4% | +28.9% | +13.4% |
| 5Y | +178.1% | -24.9% | +203.0% | +154.0% |
| 10Y | +119.8% | +79.6% | +40.2% | +62.0% |
| All | +131.6% | +31.3% | +100.3% | +79.8% |
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