+627.8%
OKTA vs SHAK
+87.3%
+540.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.4% |
| 7D | +0.4% | -11.0% | +11.4% | +3.6% |
| 30D | +13.8% | -14.0% | +27.9% | +18.3% |
| 3M | +48.9% | +13.3% | +35.6% | +41.2% |
| 6M | +114.9% | -35.3% | +150.3% | +133.1% |
| YTD | +97.9% | -24.0% | +121.9% | +102.9% |
| 1Y | +89.7% | -36.7% | +126.4% | +105.0% |
| 3Y | +95.8% | -5.4% | +101.2% | +74.6% |
| 5Y | -32.6% | -24.9% | -7.7% | -38.8% |
| All | +627.8% | +87.3% | +540.6% | +363.2% |
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 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