+84.2%
NOK vs SHAK
+31.3%
+52.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | +8.7% | -11.0% | +19.7% | +10.8% |
| 30D | +12.5% | -14.0% | +26.5% | +15.3% |
| 3M | -20.7% | +13.3% | -34.0% | -23.1% |
| 6M | +36.2% | -35.3% | +71.5% | +44.1% |
| YTD | +64.1% | -24.0% | +88.1% | +68.3% |
| 1Y | +132.4% | -36.7% | +169.1% | +145.1% |
| 3Y | +182.9% | -5.4% | +188.2% | +163.8% |
| 5Y | +102.8% | -24.9% | +127.7% | +89.2% |
| 10Y | +126.8% | +79.6% | +47.2% | +85.3% |
| All | +84.2% | +31.3% | +52.9% | +46.5% |
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 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