+10.5%
OMC vs SHAK
-2.6%
+13.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.0% |
| 7D | -4.4% | -8.3% | +3.9% | -3.2% |
| 30D | -7.6% | -12.6% | +5.0% | -5.9% |
| 3M | +4.5% | +9.1% | -4.6% | +2.9% |
| 6M | -0.3% | -31.2% | +31.0% | +3.4% |
| YTD | -0.1% | -21.6% | +21.5% | +1.1% |
| 1Y | +4.6% | -38.8% | +43.4% | +10.0% |
| 3Y | +10.5% | +0.6% | +9.8% | +2.9% |
| All | +10.5% | -2.6% | +13.1% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling