+713.2%
ODFL vs SHAK
+34.1%
+679.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -1.5% |
| 7D | -3.0% | -7.2% | +4.2% | -1.8% |
| 30D | -14.3% | -11.8% | -2.4% | -12.4% |
| 3M | -26.7% | +17.2% | -43.9% | -29.1% |
| 6M | -7.5% | -34.1% | +26.7% | -2.1% |
| YTD | +16.5% | -22.4% | +38.9% | +19.6% |
| 1Y | +23.5% | -35.9% | +59.4% | +30.8% |
| 3Y | -12.1% | -3.4% | -8.7% | -15.5% |
| 5Y | +28.9% | -25.4% | +54.3% | +24.1% |
| 10Y | +746.5% | +83.4% | +663.0% | +561.3% |
| All | +713.2% | +34.1% | +679.1% | +523.8% |
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