+99.8%
O vs SHAK
+43.4%
+56.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | -0.6% | -0.3% | -0.2% | -0.5% |
| 30D | -2.0% | -5.2% | +3.3% | -1.3% |
| 3M | +3.0% | +27.3% | -24.3% | -0.6% |
| 6M | -3.6% | -27.9% | +24.2% | -0.8% |
| YTD | +12.1% | -17.0% | +29.0% | +12.8% |
| 1Y | +8.9% | -30.9% | +39.8% | +12.1% |
| 3Y | +30.3% | +3.4% | +27.0% | +21.1% |
| 5Y | +13.7% | -20.5% | +34.2% | +6.0% |
| 10Y | +50.3% | +88.3% | -38.0% | +16.7% |
| All | +99.8% | +43.4% | +56.4% | +52.1% |
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