+59.8%
ON vs SHAK
-22.8%
+82.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.2% | +5.3% | +7.4% |
| 7D | +2.4% | -8.3% | +10.7% | +5.4% |
| 30D | -8.6% | -12.6% | +4.0% | -4.4% |
| 3M | -34.3% | +9.1% | -43.5% | -37.6% |
| 6M | +28.5% | -31.2% | +59.8% | +40.4% |
| YTD | +40.6% | -21.6% | +62.2% | +44.2% |
| 1Y | +55.3% | -38.8% | +94.1% | +75.5% |
| 3Y | -22.2% | +0.6% | -22.8% | -35.0% |
| All | +59.8% | -22.8% | +82.6% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling