+137.0%
OKE vs SHAK
-22.8%
+159.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.2% | +0.6% |
| 7D | +1.2% | -8.3% | +9.5% | +2.2% |
| 30D | +4.5% | -12.6% | +17.1% | +5.9% |
| 3M | +9.6% | +9.1% | +0.5% | +8.0% |
| 6M | +15.4% | -31.2% | +46.6% | +18.8% |
| YTD | +36.5% | -21.6% | +58.0% | +37.2% |
| 1Y | +39.0% | -38.8% | +77.8% | +44.8% |
| 3Y | +74.3% | +0.6% | +73.7% | +62.1% |
| All | +137.0% | -22.8% | +159.8% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling