+345.1%
OKE vs SHAK
+35.4%
+309.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.2% | +0.2% |
| 7D | +1.2% | -8.3% | +9.5% | +3.1% |
| 30D | +4.5% | -12.6% | +17.1% | +7.4% |
| 3M | +9.6% | +9.1% | +0.5% | +6.4% |
| 6M | +15.4% | -31.2% | +46.6% | +21.3% |
| YTD | +36.5% | -21.6% | +58.0% | +37.9% |
| 1Y | +39.0% | -38.8% | +77.8% | +48.4% |
| 3Y | +74.3% | +0.6% | +73.7% | +53.8% |
| 5Y | +141.2% | -22.5% | +163.7% | +113.6% |
| 10Y | +262.1% | +85.3% | +176.8% | +138.0% |
| All | +345.1% | +35.4% | +309.7% | +209.9% |
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