+154.8%
NVO vs SHAK
+35.4%
+119.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -2.4% |
| 7D | -7.6% | -8.3% | +0.7% | -6.9% |
| 30D | -6.0% | -12.6% | +6.7% | -5.0% |
| 3M | -0.8% | +9.1% | -9.9% | -1.7% |
| 6M | +16.5% | -31.2% | +47.7% | +19.0% |
| YTD | -11.1% | -21.6% | +10.5% | -10.2% |
| 1Y | -16.7% | -38.8% | +22.1% | -14.3% |
| 3Y | -52.9% | +0.6% | -53.5% | -53.7% |
| 5Y | -3.0% | -22.5% | +19.6% | -4.6% |
| 10Y | +147.1% | +85.3% | +61.8% | +114.9% |
| All | +154.8% | +35.4% | +119.4% | +121.5% |
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