+58.4%
OMC vs SHAK
+34.1%
+24.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -2.4% |
| 7D | -4.2% | -7.2% | +3.0% | -3.1% |
| 30D | -7.5% | -11.8% | +4.3% | -5.7% |
| 3M | +4.6% | +17.2% | -12.5% | +1.6% |
| 6M | -4.8% | -34.1% | +29.3% | 0.0% |
| YTD | -1.0% | -22.4% | +21.4% | +0.9% |
| 1Y | +3.8% | -35.9% | +39.8% | +8.9% |
| 3Y | +10.2% | -3.4% | +13.6% | +4.4% |
| 5Y | +29.7% | -25.4% | +55.1% | +23.3% |
| 10Y | +32.3% | +83.4% | -51.1% | +5.9% |
| All | +58.4% | +34.1% | +24.4% | +27.5% |
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