+31.1%
OMC vs SHAK
+87.2%
-56.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.1% |
| 7D | -4.4% | -8.3% | +3.9% | -2.9% |
| 30D | -7.6% | -12.6% | +5.0% | -5.4% |
| 3M | +4.5% | +9.1% | -4.6% | +2.4% |
| 6M | -0.3% | -31.2% | +31.0% | +4.6% |
| YTD | -0.1% | -21.6% | +21.5% | +1.8% |
| 1Y | +4.6% | -38.8% | +43.4% | +11.3% |
| 3Y | +10.5% | +0.6% | +9.8% | +2.4% |
| 5Y | +31.7% | -22.5% | +54.2% | +22.7% |
| All | +31.1% | +87.2% | -56.1% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling